+733.6%
IWM vs LIN
+3,725.4%
-2,991.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | -4.6% | +3.6% | -8.2% | -6.5% |
| 30D | -3.7% | +6.4% | -10.1% | -7.1% |
| 3M | -9.4% | +6.5% | -15.9% | -12.8% |
| 6M | -3.6% | +4.9% | -8.5% | -6.9% |
| YTD | +10.8% | +23.4% | -12.6% | -3.2% |
| 1Y | +11.9% | +26.3% | -14.4% | -3.7% |
| 3Y | +60.6% | +38.0% | +22.6% | +30.1% |
| 5Y | +19.2% | +68.0% | -48.8% | -15.0% |
| 10Y | +165.3% | +437.1% | -271.8% | -5.8% |
| All | +733.6% | +3,725.4% | -2,991.7% | +22.9% |
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