+62.6%
IWM vs LIN
+38.0%
+24.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | -4.6% | +3.6% | -8.2% | -5.9% |
| 30D | -3.7% | +6.4% | -10.1% | -5.9% |
| 3M | -9.4% | +6.5% | -15.9% | -11.6% |
| 6M | -3.6% | +4.9% | -8.5% | -5.8% |
| YTD | +10.8% | +23.4% | -12.6% | -0.7% |
| 1Y | +11.9% | +26.3% | -14.4% | -1.1% |
| All | +62.6% | +38.0% | +24.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 3y: compounded portfolio wealth divided by compounded LIN 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…
3y analysis · Full analysis span regression · 6 months rolling