+143.5%
IWM vs IT
+90.0%
+53.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | +2.3% | -1.8% | +4.1% | +2.1% |
| 3M | -8.3% | +4.8% | -13.1% | -11.2% |
| 6M | -1.3% | +33.0% | -34.3% | -14.6% |
| YTD | +13.5% | -23.8% | +37.3% | +19.0% |
| 1Y | +18.4% | -16.5% | +34.9% | +19.3% |
| 3Y | +69.6% | -53.6% | +123.3% | +112.7% |
| 5Y | +23.3% | -42.1% | +65.4% | +35.6% |
| All | +143.5% | +90.0% | +53.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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