+497.2%
IWM vs ICE
+2,331.7%
-1,834.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | +0.1% | -0.7% | +0.7% | +0.3% |
| 30D | -1.3% | +7.6% | -8.9% | -3.8% |
| 3M | +1.6% | +13.9% | -12.3% | -3.3% |
| 6M | +13.6% | -2.4% | +15.9% | +13.6% |
| YTD | +20.8% | +0.3% | +20.5% | +19.3% |
| 1Y | +26.4% | -6.4% | +32.8% | +27.8% |
| 3Y | +60.7% | +43.1% | +17.6% | +40.0% |
| 5Y | +38.2% | +42.1% | -3.9% | +20.1% |
| 10Y | +169.5% | +220.9% | -51.5% | +79.8% |
| All | +497.2% | +2,331.7% | -1,834.6% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling