+66.0%
IWM vs LOW
-8.4%
+74.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -2.3% | -10.1% | +7.8% | +2.5% |
| 3M | +4.0% | -2.9% | +6.8% | +4.6% |
| 6M | +17.9% | -19.4% | +37.3% | +29.9% |
| YTD | +20.2% | -15.4% | +35.6% | +28.0% |
| 1Y | +25.0% | -24.9% | +49.9% | +42.3% |
| 3Y | +66.0% | -7.8% | +73.8% | +56.8% |
| All | +66.0% | -8.4% | +74.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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