+127.9%
IWM vs IR
+334.2%
-206.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +2.8% | +4.3% | -1.5% | +0.8% |
| 30D | +0.6% | +8.1% | -7.5% | -3.1% |
| 3M | -7.8% | +0.7% | -8.5% | -8.5% |
| 6M | -1.0% | +16.6% | -17.6% | -8.6% |
| YTD | +13.9% | +7.8% | +6.1% | +7.8% |
| 1Y | +15.4% | +9.9% | +5.5% | +8.2% |
| 3Y | +70.2% | +25.2% | +45.0% | +48.0% |
| 5Y | +23.7% | +46.8% | -23.1% | -1.6% |
| All | +127.9% | +334.2% | -206.3% | +23.0% |
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