+4.0%
IWM vs INIO
-33.6%
+37.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.5% | -1.1% |
| 7D | +1.4% | +12.1% | -10.7% | -0.1% |
| 30D | -2.3% | -20.2% | +17.9% | +0.3% |
| 3M | +4.0% | -35.3% | +39.3% | +9.0% |
| All | +4.0% | -33.6% | +37.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling