+159.0%
IWM vs IP
+25.2%
+133.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -3.0% |
| 7D | -4.6% | -5.0% | +0.4% | -2.7% |
| 30D | -3.7% | +6.5% | -10.2% | -6.3% |
| 3M | -9.4% | -18.0% | +8.7% | -2.4% |
| 6M | -3.6% | +10.3% | -13.9% | -9.2% |
| YTD | +10.8% | -9.9% | +20.7% | +11.5% |
| 1Y | +11.9% | -1.1% | +12.9% | +7.8% |
| 3Y | +60.6% | +13.0% | +47.5% | +35.8% |
| 5Y | +19.2% | -12.3% | +31.5% | +12.5% |
| All | +159.0% | +25.2% | +133.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling