+13.3%
IWM vs O
+9.5%
+3.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -2.0% | +3.7% | -5.7% | -2.4% |
| 30D | -1.5% | +11.2% | -12.6% | -2.6% |
| 3M | -8.0% | -4.0% | -4.0% | -7.8% |
| 6M | -4.1% | -5.2% | +1.1% | -3.5% |
| YTD | +11.9% | +9.5% | +2.5% | +8.8% |
| All | +13.3% | +9.5% | +3.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling