+770.9%
IWM vs NOK
-63.7%
+834.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | -0.3% | +2.2% | -2.5% | -0.9% |
| 30D | +1.9% | -14.7% | +16.6% | +5.3% |
| 3M | -5.7% | -10.6% | +4.9% | -4.6% |
| 6M | -0.3% | -39.4% | +39.1% | +9.2% |
| YTD | +15.8% | +30.4% | -14.7% | +3.0% |
| 1Y | +17.1% | +22.3% | -5.2% | +5.7% |
| 3Y | +73.1% | +157.6% | -84.5% | +25.2% |
| 5Y | +25.9% | +64.6% | -38.7% | +1.5% |
| 10Y | +151.9% | +132.5% | +19.4% | +66.5% |
| All | +770.9% | -63.7% | +834.6% | +550.8% |
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