+808.3%
IWM vs LIN
+3,404.9%
-2,596.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | +0.1% | -2.1% | +2.2% | +1.3% |
| 30D | -1.3% | -2.4% | +1.2% | +0.1% |
| 3M | +1.6% | -5.6% | +7.2% | +4.5% |
| 6M | +13.6% | -3.4% | +16.9% | +14.8% |
| YTD | +20.8% | +13.1% | +7.6% | +11.1% |
| 1Y | +26.4% | +2.5% | +23.9% | +22.8% |
| 3Y | +60.7% | +27.6% | +33.1% | +36.4% |
| 5Y | +38.2% | +63.0% | -24.8% | +0.3% |
| 10Y | +169.5% | +359.3% | -189.8% | +4.8% |
| All | +808.3% | +3,404.9% | -2,596.7% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling