+38.2%
IWM vs ORLY
+116.2%
-78.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.5% | -2.1% | -0.4% | -2.0% |
| 30D | -4.4% | -7.6% | +3.2% | -2.6% |
| 3M | +2.2% | -5.5% | +7.7% | +3.4% |
| 6M | +14.0% | -9.7% | +23.7% | +16.4% |
| YTD | +17.4% | -6.2% | +23.6% | +18.3% |
| 1Y | +22.9% | -18.6% | +41.6% | +29.0% |
| 3Y | +62.1% | +33.8% | +28.2% | +42.8% |
| 5Y | +38.2% | +116.5% | -78.4% | -1.5% |
| All | +38.2% | +116.2% | -78.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 5y: compounded portfolio wealth divided by compounded ORLY 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…
5y analysis · Full analysis span regression · 6 months rolling