+17.1%
IWM vs IRE
-97.4%
+114.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.1% | -11.2% | +0.4% |
| 7D | -0.3% | -15.1% | +14.8% | -0.2% |
| 30D | +1.9% | -71.4% | +73.2% | +5.9% |
| 3M | -5.7% | -81.2% | +75.5% | -1.0% |
| 6M | -0.3% | -93.7% | +93.5% | +7.3% |
| YTD | +15.8% | -92.2% | +108.0% | +18.3% |
| 1Y | +17.1% | -97.3% | +114.3% | +23.8% |
| All | +17.1% | -97.4% | +114.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling