+808.3%
IWM vs NOK
-56.9%
+865.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | -1.3% | +4.7% | -6.0% | -2.6% |
| 3M | +1.6% | -39.7% | +41.3% | +13.7% |
| 6M | +13.6% | +23.1% | -9.5% | +4.6% |
| YTD | +20.8% | +55.0% | -34.3% | +4.4% |
| 1Y | +26.4% | +118.0% | -91.6% | -1.3% |
| 3Y | +60.7% | +170.5% | -109.8% | +16.5% |
| 5Y | +38.2% | +84.9% | -46.7% | +9.6% |
| 10Y | +169.5% | +112.0% | +57.5% | +84.9% |
| All | +808.3% | -56.9% | +865.1% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling