+38.2%
IWM vs KWEB
-45.1%
+83.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | -4.4% | -13.0% | +8.6% | -1.8% |
| 3M | +2.2% | -7.6% | +9.8% | +3.7% |
| 6M | +14.0% | -21.1% | +35.2% | +19.2% |
| YTD | +17.4% | -28.2% | +45.6% | +24.9% |
| 1Y | +22.9% | -34.9% | +57.8% | +33.2% |
| 3Y | +62.1% | -0.8% | +62.8% | +58.8% |
| 5Y | +38.2% | -43.6% | +81.7% | +49.1% |
| All | +38.2% | -45.1% | +83.2% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling