+66.0%
IWM vs INDA
+10.1%
+55.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.6% |
| 7D | +1.4% | -1.0% | +2.4% | +2.1% |
| 30D | -2.3% | -2.5% | +0.3% | -0.6% |
| 3M | +4.0% | +4.0% | 0.0% | +1.3% |
| 6M | +17.9% | -1.8% | +19.7% | +19.0% |
| YTD | +20.2% | -9.2% | +29.4% | +27.4% |
| 1Y | +25.0% | -7.2% | +32.2% | +30.2% |
| 3Y | +66.0% | +9.8% | +56.2% | +41.7% |
| All | +66.0% | +10.1% | +55.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling