+808.3%
IWM vs IP
+206.7%
+601.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.6% |
| 7D | +0.1% | -5.3% | +5.4% | +2.2% |
| 30D | -1.3% | -10.9% | +9.6% | +3.3% |
| 3M | +1.6% | +11.2% | -9.6% | -3.9% |
| 6M | +13.6% | -10.2% | +23.8% | +15.8% |
| YTD | +20.8% | -2.0% | +22.7% | +17.9% |
| 1Y | +26.4% | -19.1% | +45.5% | +32.5% |
| 3Y | +60.7% | +20.9% | +39.8% | +36.4% |
| 5Y | +38.2% | -17.8% | +56.0% | +36.4% |
| 10Y | +169.5% | +23.5% | +146.0% | +113.3% |
| All | +808.3% | +206.7% | +601.6% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling