+66.0%
IWM vs IT
-51.4%
+117.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +0.5% |
| 7D | +1.4% | -9.1% | +10.5% | +2.6% |
| 30D | -2.3% | -7.0% | +4.7% | -1.5% |
| 3M | +4.0% | +7.6% | -3.7% | +2.2% |
| 6M | +17.9% | +2.1% | +15.8% | +16.5% |
| YTD | +20.2% | -31.6% | +51.8% | +29.7% |
| 1Y | +25.0% | -29.9% | +54.9% | +33.2% |
| 3Y | +66.0% | -51.3% | +117.3% | +106.1% |
| All | +66.0% | -51.4% | +117.3% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling