+808.3%
IWM vs ON
+309.0%
+499.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | -1.3% | -3.3% | +2.0% | -0.7% |
| 3M | +1.6% | -43.6% | +45.2% | +12.1% |
| 6M | +13.6% | +19.0% | -5.4% | +6.7% |
| YTD | +20.8% | +37.4% | -16.6% | +9.8% |
| 1Y | +26.4% | +54.8% | -28.4% | +11.7% |
| 3Y | +60.7% | -25.2% | +85.9% | +57.0% |
| 5Y | +38.2% | +62.7% | -24.5% | +12.5% |
| 10Y | +169.5% | +574.3% | -404.9% | +59.8% |
| All | +808.3% | +309.0% | +499.3% | +350.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling