+155.4%
IWM vs IT
+88.3%
+67.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +0.3% | -7.5% | +7.8% | +2.7% |
| 30D | +0.6% | -1.2% | +1.8% | +0.1% |
| 3M | -6.2% | -2.2% | -4.0% | -7.2% |
| 6M | -0.8% | +19.1% | -19.8% | -10.7% |
| YTD | +14.8% | -25.1% | +39.9% | +21.0% |
| 1Y | +16.1% | -17.4% | +33.5% | +17.3% |
| 3Y | +71.5% | -54.1% | +125.6% | +115.5% |
| 5Y | +25.8% | -42.7% | +68.4% | +38.6% |
| 10Y | +155.4% | +88.1% | +67.3% | +53.2% |
| All | +155.4% | +88.3% | +67.1% | +53.2% |
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