+18.9%
IWM vs P
+19.7%
-0.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.9% |
| 7D | +1.0% | -19.4% | +20.3% | +2.8% |
| 30D | +0.2% | -22.3% | +22.5% | +2.3% |
| 3M | -5.6% | +33.2% | -38.8% | -8.9% |
| 6M | +2.7% | +53.6% | -50.9% | -3.1% |
| YTD | +16.2% | +66.8% | -50.6% | +8.1% |
| 1Y | +18.9% | +17.5% | +1.4% | +11.3% |
| All | +18.9% | +19.7% | -0.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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