+171.7%
IWM vs KRE
+119.6%
+52.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -1.1% | -1.1% | -0.1% | -0.5% |
| 30D | -3.1% | -3.4% | +0.3% | -1.2% |
| 3M | +2.2% | +3.7% | -1.5% | -0.1% |
| 6M | +15.1% | +14.8% | +0.3% | +5.9% |
| YTD | +18.6% | +14.7% | +3.9% | +8.9% |
| 1Y | +24.0% | +16.0% | +8.0% | +12.8% |
| 3Y | +63.7% | +84.3% | -20.5% | +12.1% |
| 5Y | +38.2% | +30.9% | +7.3% | +13.2% |
| 10Y | +171.7% | +122.0% | +49.7% | +53.3% |
| All | +171.7% | +119.6% | +52.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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