+124.0%
IWM vs IR
+322.3%
-198.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | -2.0% | +3.7% | -5.7% | -3.6% |
| 30D | -1.5% | +7.4% | -8.9% | -4.8% |
| 3M | -8.0% | -5.9% | -2.1% | -5.9% |
| 6M | -4.1% | +5.6% | -9.7% | -7.4% |
| YTD | +11.9% | +4.8% | +7.1% | +7.3% |
| 1Y | +15.0% | +6.9% | +8.1% | +9.2% |
| 3Y | +64.2% | +27.6% | +36.6% | +41.5% |
| 5Y | +20.4% | +45.8% | -25.4% | -3.9% |
| All | +124.0% | +322.3% | -198.3% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling