+773.8%
IWM vs LIN
+3,751.1%
-2,977.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | 0.0% |
| 7D | +1.0% | +3.3% | -2.3% | -0.9% |
| 30D | +0.2% | +8.8% | -8.6% | -4.6% |
| 3M | -5.6% | +8.6% | -14.2% | -10.3% |
| 6M | +2.7% | +7.0% | -4.3% | -2.0% |
| YTD | +16.2% | +24.3% | -8.1% | +1.1% |
| 1Y | +18.9% | +27.3% | -8.3% | +1.9% |
| 3Y | +68.3% | +38.9% | +29.4% | +35.8% |
| 5Y | +26.7% | +69.4% | -42.7% | -10.2% |
| 10Y | +178.1% | +440.7% | -262.6% | -1.7% |
| All | +773.8% | +3,751.1% | -2,977.4% | +28.3% |
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