+808.3%
IWM vs NOC
+2,503.4%
-1,695.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.2% |
| 7D | +0.1% | -5.2% | +5.3% | +2.1% |
| 30D | -1.3% | -7.2% | +5.9% | +1.4% |
| 3M | +1.6% | -5.1% | +6.7% | +3.0% |
| 6M | +13.6% | -31.1% | +44.6% | +29.9% |
| YTD | +20.8% | -8.6% | +29.3% | +22.9% |
| 1Y | +26.4% | -9.7% | +36.1% | +29.1% |
| 3Y | +60.7% | +24.3% | +36.4% | +39.5% |
| 5Y | +38.2% | +52.6% | -14.4% | +5.9% |
| 10Y | +169.5% | +183.6% | -14.1% | +49.6% |
| All | +808.3% | +2,503.4% | -1,695.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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