+18.9%
IWM vs HWM
+5.4%
+13.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.3% |
| 7D | +1.0% | +9.4% | -8.4% | -0.9% |
| 30D | +0.2% | -7.0% | +7.2% | +1.6% |
| 3M | -5.6% | -25.9% | +20.2% | +0.6% |
| 6M | +2.7% | -10.8% | +13.5% | +3.2% |
| YTD | +16.2% | +4.3% | +11.8% | +9.4% |
| 1Y | +18.9% | +4.4% | +14.6% | +13.8% |
| All | +18.9% | +5.4% | +13.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling