+108.2%
IWM vs OPEN
-87.0%
+195.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.8% | +22.8% | +3.0% |
| 7D | -2.0% | -22.2% | +20.2% | -0.1% |
| 30D | -1.5% | -38.3% | +36.9% | +2.4% |
| 3M | -8.0% | -59.4% | +51.4% | -0.8% |
| 6M | -4.1% | -74.4% | +70.3% | +7.2% |
| YTD | +11.9% | -76.0% | +87.9% | +24.8% |
| 1Y | +15.0% | -78.7% | +93.7% | +28.8% |
| 3Y | +64.2% | -30.0% | +94.2% | +41.0% |
| 5Y | +20.4% | -93.7% | +114.1% | +17.5% |
| All | +108.2% | -87.0% | +195.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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