+40.0%
IWM vs IT
-44.6%
+84.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +1.3% |
| 7D | +1.4% | -9.1% | +10.5% | +3.6% |
| 30D | -2.3% | -7.0% | +4.7% | -1.0% |
| 3M | +4.0% | +7.6% | -3.7% | +0.4% |
| 6M | +17.9% | +2.1% | +15.8% | +14.5% |
| YTD | +20.2% | -31.6% | +51.8% | +32.2% |
| 1Y | +25.0% | -29.9% | +54.9% | +35.1% |
| 3Y | +66.0% | -51.3% | +117.3% | +101.5% |
| 5Y | +40.0% | -44.8% | +84.8% | +51.5% |
| All | +40.0% | -44.6% | +84.6% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling