+70.2%
IWM vs IR
+25.5%
+44.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +2.8% | +4.2% | -1.5% | +0.9% |
| 30D | +0.6% | +8.1% | -7.4% | -3.0% |
| 3M | -7.8% | +0.7% | -8.4% | -8.3% |
| 6M | -1.0% | +16.6% | -17.6% | -8.8% |
| YTD | +13.9% | +7.8% | +6.1% | +7.4% |
| 1Y | +15.4% | +9.9% | +5.6% | +7.7% |
| All | +70.2% | +25.5% | +44.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling