+808.3%
IWM vs IT
+1,406.4%
-598.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.9% |
| 7D | +0.1% | -6.0% | +6.1% | +2.1% |
| 30D | -1.3% | 0.0% | -1.3% | -1.7% |
| 3M | +1.6% | +13.1% | -11.5% | -5.4% |
| 6M | +13.6% | +11.7% | +1.9% | +4.6% |
| YTD | +20.8% | -26.1% | +46.9% | +27.2% |
| 1Y | +26.4% | -21.3% | +47.7% | +29.0% |
| 3Y | +60.7% | -46.7% | +107.4% | +83.9% |
| 5Y | +38.2% | -40.5% | +78.7% | +49.6% |
| 10Y | +169.5% | +103.9% | +65.6% | +76.3% |
| All | +808.3% | +1,406.4% | -598.2% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling