+18.9%
IWM vs ICE
+21.0%
-2.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.4% |
| 7D | +1.0% | +12.2% | -11.2% | +0.4% |
| 30D | +0.2% | +15.0% | -14.7% | -0.5% |
| 3M | -5.6% | +17.6% | -23.2% | -6.5% |
| 6M | +2.7% | +12.6% | -9.9% | +3.2% |
| YTD | +16.2% | +9.1% | +7.0% | +15.4% |
| 1Y | +18.9% | +20.6% | -1.6% | +10.4% |
| All | +18.9% | +21.0% | -2.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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