+166.4%
IWM vs KWEB
-19.7%
+186.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | -2.4% | -5.6% | +3.2% | -1.0% |
| 30D | -4.6% | -10.7% | +6.1% | -1.8% |
| 3M | -0.3% | -7.4% | +7.1% | +1.5% |
| 6M | +14.7% | -19.3% | +34.0% | +20.7% |
| YTD | +17.8% | -27.8% | +45.6% | +27.4% |
| 1Y | +21.2% | -35.9% | +57.2% | +34.9% |
| 3Y | +62.3% | -1.9% | +64.3% | +57.5% |
| 5Y | +38.7% | -43.2% | +81.9% | +50.3% |
| All | +166.4% | -19.7% | +186.1% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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