+171.7%
IWM vs IT
+88.4%
+83.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | -1.1% | -9.1% | +8.0% | +1.8% |
| 30D | -3.1% | -12.2% | +9.0% | +0.6% |
| 3M | +2.2% | +7.8% | -5.6% | -3.0% |
| 6M | +15.1% | +2.0% | +13.1% | +9.8% |
| YTD | +18.6% | -32.7% | +51.3% | +31.1% |
| 1Y | +24.0% | -31.1% | +55.1% | +34.5% |
| 3Y | +63.7% | -52.1% | +115.8% | +99.8% |
| 5Y | +38.2% | -46.3% | +84.5% | +56.2% |
| 10Y | +171.7% | +91.4% | +80.3% | +72.4% |
| All | +171.7% | +88.4% | +83.3% | +72.4% |
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