+11.9%
IWM vs IRE
-97.2%
+109.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +39.6% | -38.6% | -0.7% |
| 7D | -2.0% | -27.2% | +25.1% | -1.5% |
| 30D | -1.5% | -75.1% | +73.7% | +3.1% |
| 3M | -8.0% | -77.9% | +69.9% | -4.0% |
| 6M | -4.1% | -94.6% | +90.5% | +3.8% |
| YTD | +11.9% | -91.5% | +103.5% | +14.1% |
| 1Y | +15.0% | -97.8% | +112.9% | +23.2% |
| All | +11.9% | -97.2% | +109.2% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling