+333.8%
IWM vs INDA
+115.1%
+218.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.3% |
| 30D | -1.3% | -0.8% | -0.5% | -0.8% |
| 3M | +1.6% | +3.9% | -2.3% | -0.5% |
| 6M | +13.6% | -0.7% | +14.3% | +13.9% |
| YTD | +20.8% | -7.7% | +28.4% | +25.8% |
| 1Y | +26.4% | -5.1% | +31.5% | +29.6% |
| 3Y | +60.7% | +13.6% | +47.1% | +49.6% |
| 5Y | +38.2% | +7.8% | +30.4% | +32.3% |
| 10Y | +169.5% | +84.6% | +84.8% | +94.4% |
| All | +333.8% | +115.1% | +218.7% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling