+166.9%
IWM vs ON
+552.1%
-385.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.8% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | -2.3% | -12.4% | +10.1% | +1.3% |
| 3M | +4.0% | -41.2% | +45.2% | +18.0% |
| 6M | +17.9% | +25.0% | -7.0% | +5.0% |
| YTD | +20.2% | +31.3% | -11.1% | +4.8% |
| 1Y | +25.0% | +45.4% | -20.5% | +4.8% |
| 3Y | +66.0% | -27.4% | +93.4% | +60.1% |
| 5Y | +40.0% | +58.5% | -18.4% | -2.2% |
| 10Y | +166.9% | +561.8% | -395.0% | +7.5% |
| All | +166.9% | +552.1% | -385.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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