+25.0%
IWM vs IBM
-4.2%
+29.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -2.3% | -1.5% | -0.8% | -2.2% |
| 3M | +4.0% | -16.8% | +20.7% | +5.0% |
| 6M | +17.9% | -9.0% | +27.0% | +17.4% |
| YTD | +20.2% | -20.1% | +40.3% | +22.1% |
| 1Y | +25.0% | -7.0% | +32.0% | +25.4% |
| All | +25.0% | -4.2% | +29.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IBM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling