+753.8%
IWM vs NI
+1,777.8%
-1,024.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.4% | +4.3% | -2.9% | -0.6% |
| 30D | +2.3% | +12.4% | -10.1% | -3.3% |
| 3M | -8.3% | +10.2% | -18.5% | -12.6% |
| 6M | -1.3% | -0.8% | -0.5% | -1.5% |
| YTD | +13.5% | +13.2% | +0.3% | +6.1% |
| 1Y | +18.4% | +10.1% | +8.3% | +12.1% |
| 3Y | +69.6% | +103.1% | -33.5% | +18.1% |
| 5Y | +23.3% | +115.5% | -92.3% | -18.0% |
| 10Y | +147.0% | +195.5% | -48.5% | +33.1% |
| All | +753.8% | +1,777.8% | -1,024.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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