+804.2%
IWM vs ORLY
+17,670.4%
-16,866.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | +1.4% | -2.3% | +3.8% | +2.3% |
| 30D | -2.3% | -8.2% | +5.9% | +0.7% |
| 3M | +4.0% | -3.5% | +7.5% | +4.7% |
| 6M | +17.9% | -9.2% | +27.1% | +21.0% |
| YTD | +20.2% | -5.8% | +26.0% | +21.4% |
| 1Y | +25.0% | -19.3% | +44.2% | +33.2% |
| 3Y | +66.0% | +34.4% | +31.6% | +44.0% |
| 5Y | +40.0% | +117.8% | -77.8% | -0.4% |
| 10Y | +166.9% | +356.9% | -190.1% | +37.4% |
| All | +804.2% | +17,670.4% | -16,866.2% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling