+66.0%
IWM vs O
+30.3%
+35.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -2.3% | -2.0% | -0.3% | -1.7% |
| 3M | +4.0% | +3.0% | +1.0% | +2.7% |
| 6M | +17.9% | -3.6% | +21.6% | +19.1% |
| YTD | +20.2% | +12.1% | +8.1% | +14.8% |
| 1Y | +25.0% | +8.9% | +16.1% | +20.5% |
| 3Y | +66.0% | +30.3% | +35.7% | +43.7% |
| All | +66.0% | +30.3% | +35.7% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling