+233.1%
IWM vs KWEB
+28.2%
+204.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | -1.3% | -8.7% | +7.5% | +1.1% |
| 3M | +1.6% | -4.0% | +5.6% | +2.5% |
| 6M | +13.6% | -13.1% | +26.7% | +17.4% |
| YTD | +20.8% | -23.5% | +44.2% | +29.0% |
| 1Y | +26.4% | -27.2% | +53.6% | +36.6% |
| 3Y | +60.7% | -2.1% | +62.8% | +55.7% |
| 5Y | +38.2% | -40.8% | +79.0% | +46.6% |
| 10Y | +169.5% | -17.5% | +186.9% | +134.1% |
| All | +233.1% | +28.2% | +204.9% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling