+166.9%
IWM vs O
+50.0%
+116.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -2.3% | -2.0% | -0.3% | -1.5% |
| 3M | +4.0% | +3.0% | +1.0% | +2.3% |
| 6M | +17.9% | -3.6% | +21.6% | +19.4% |
| YTD | +20.2% | +12.1% | +8.1% | +13.5% |
| 1Y | +25.0% | +8.9% | +16.1% | +19.4% |
| 3Y | +66.0% | +30.3% | +35.7% | +44.0% |
| 5Y | +40.0% | +13.7% | +26.3% | +29.0% |
| 10Y | +166.9% | +50.3% | +116.6% | +123.8% |
| All | +166.9% | +50.0% | +116.8% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling