+21.2%
IWM vs NOK
+143.5%
-122.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | -0.1% |
| 7D | -2.4% | +11.0% | -13.4% | -3.5% |
| 30D | -4.6% | +7.8% | -12.4% | -5.4% |
| 3M | -0.3% | -21.0% | +20.7% | +1.6% |
| 6M | +14.7% | +40.9% | -26.2% | +10.7% |
| YTD | +17.8% | +72.0% | -54.2% | +12.4% |
| 1Y | +21.2% | +140.9% | -119.7% | +10.1% |
| All | +21.2% | +143.5% | -122.3% | +10.1% |
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