+63.3%
IWM vs NOK
+185.9%
-122.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -1.1% | +9.3% | -10.5% | -2.6% |
| 30D | -3.1% | +17.9% | -21.0% | -5.8% |
| 3M | +2.2% | -22.3% | +24.5% | +5.8% |
| 6M | +15.1% | +36.4% | -21.3% | +6.3% |
| YTD | +18.6% | +66.3% | -47.7% | +5.1% |
| 1Y | +24.0% | +134.4% | -110.4% | -0.3% |
| All | +63.3% | +185.9% | -122.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling