+18.9%
IWM vs NOK
+19.5%
-0.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.8% |
| 7D | +1.0% | -10.4% | +11.4% | +2.2% |
| 30D | +0.2% | -19.0% | +19.2% | +2.4% |
| 3M | -5.6% | -16.7% | +11.1% | -4.2% |
| 6M | +2.7% | -37.1% | +39.9% | +7.4% |
| YTD | +16.2% | +27.7% | -11.5% | +9.6% |
| 1Y | +18.9% | +21.3% | -2.3% | +13.3% |
| All | +18.9% | +19.5% | -0.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · 6 months rolling