+312.3%
IWM vs INDA
+122.9%
+189.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.3% | +6.2% | -5.9% | -2.9% |
| 30D | +0.6% | +12.4% | -11.8% | -5.6% |
| 3M | -6.2% | +3.2% | -9.4% | -7.8% |
| 6M | -0.8% | +3.8% | -4.5% | -2.8% |
| YTD | +14.8% | -4.3% | +19.1% | +17.2% |
| 1Y | +16.1% | -4.5% | +20.6% | +18.7% |
| 3Y | +71.5% | +17.1% | +54.4% | +57.0% |
| 5Y | +25.8% | +11.0% | +14.7% | +18.4% |
| 10Y | +155.4% | +107.5% | +47.9% | +75.1% |
| All | +312.3% | +122.9% | +189.3% | +168.8% |
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