+791.8%
IWM vs NYT
+139.0%
+652.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -1.1% | -1.6% | +0.4% | -0.6% |
| 30D | -3.1% | +2.8% | -5.9% | -4.0% |
| 3M | +2.2% | -9.2% | +11.4% | +4.7% |
| 6M | +15.1% | -17.1% | +32.2% | +20.9% |
| YTD | +18.6% | -3.2% | +21.8% | +18.0% |
| 1Y | +24.0% | +15.7% | +8.3% | +15.9% |
| 3Y | +63.7% | +55.7% | +8.0% | +36.3% |
| 5Y | +38.2% | +39.4% | -1.2% | +16.4% |
| 10Y | +171.7% | +485.6% | -313.9% | +34.1% |
| All | +791.8% | +139.0% | +652.8% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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