+140.5%
IWM vs IR
+282.2%
-141.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -2.3% | -13.6% | +11.3% | +4.3% |
| 3M | +4.0% | +3.7% | +0.3% | +1.5% |
| 6M | +17.9% | -13.1% | +31.0% | +24.2% |
| YTD | +20.2% | -5.1% | +25.3% | +21.0% |
| 1Y | +25.0% | -6.5% | +31.4% | +26.3% |
| 3Y | +66.0% | +8.5% | +57.5% | +54.2% |
| 5Y | +40.0% | +43.3% | -3.3% | +13.4% |
| All | +140.5% | +282.2% | -141.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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