+20.0%
IWM vs LIN
+64.4%
-44.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -1.5% | +6.5% | -7.9% | -4.7% |
| 3M | -8.0% | +5.5% | -13.5% | -10.7% |
| 6M | -4.1% | +3.3% | -7.4% | -6.4% |
| YTD | +11.9% | +22.0% | -10.1% | -1.2% |
| 1Y | +15.0% | +25.7% | -10.7% | -0.4% |
| 3Y | +64.2% | +36.2% | +28.0% | +34.4% |
| All | +20.0% | +64.4% | -44.4% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling