+24.0%
IWM vs ON
+45.3%
-21.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -1.1% | -1.9% | +0.7% | -0.9% |
| 30D | -3.1% | -11.0% | +7.9% | -1.3% |
| 3M | +2.2% | -39.3% | +41.5% | +9.1% |
| 6M | +15.1% | +19.8% | -4.8% | +3.8% |
| YTD | +18.6% | +31.1% | -12.5% | +3.9% |
| 1Y | +24.0% | +46.0% | -22.0% | +4.5% |
| All | +24.0% | +45.3% | -21.3% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling