+144.3%
IWM vs KLAC
+2,313.8%
-2,169.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | +2.8% | +21.2% | -18.4% | -3.6% |
| 30D | +0.6% | -14.5% | +15.1% | +4.9% |
| 3M | -7.8% | -24.4% | +16.6% | -0.5% |
| 6M | -1.0% | -12.9% | +12.0% | -1.8% |
| YTD | +13.9% | +29.9% | -16.1% | -4.0% |
| 1Y | +15.4% | +31.9% | -16.5% | -3.4% |
| 3Y | +70.2% | +201.5% | -131.3% | -0.9% |
| 5Y | +23.7% | +298.6% | -274.9% | -38.2% |
| All | +144.3% | +2,313.8% | -2,169.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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