+808.3%
IWM vs O
+2,196.1%
-1,387.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -1.3% | -1.9% | +0.6% | -0.4% |
| 3M | +1.6% | +3.8% | -2.2% | -0.6% |
| 6M | +13.6% | -4.7% | +18.3% | +15.7% |
| YTD | +20.8% | +12.5% | +8.3% | +13.3% |
| 1Y | +26.4% | +10.8% | +15.6% | +19.3% |
| 3Y | +60.7% | +28.8% | +31.9% | +39.0% |
| 5Y | +38.2% | +13.2% | +25.0% | +26.8% |
| 10Y | +169.5% | +53.5% | +116.0% | +98.6% |
| All | +808.3% | +2,196.1% | -1,387.8% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling