+38.2%
IWM vs NOK
+103.7%
-65.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -1.1% | +9.3% | -10.5% | -3.4% |
| 30D | -3.1% | +17.9% | -21.0% | -7.3% |
| 3M | +2.2% | -22.3% | +24.5% | +7.8% |
| 6M | +15.1% | +36.4% | -21.3% | +0.9% |
| YTD | +18.6% | +66.3% | -47.7% | -2.7% |
| 1Y | +24.0% | +134.4% | -110.4% | -12.0% |
| 3Y | +63.7% | +186.6% | -122.9% | +4.2% |
| 5Y | +38.2% | +102.7% | -64.5% | +1.7% |
| All | +38.2% | +103.7% | -65.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling