+161.6%
IWM vs P
+713.7%
-552.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.2% |
| 7D | -2.0% | -23.8% | +21.8% | +3.6% |
| 30D | -1.5% | -36.6% | +35.2% | +8.1% |
| 3M | -8.0% | +10.9% | -18.9% | -12.2% |
| 6M | -4.1% | +30.0% | -34.1% | -13.4% |
| YTD | +11.9% | +44.4% | -32.5% | -2.5% |
| 1Y | +15.0% | +3.9% | +11.1% | +6.5% |
| 3Y | +64.2% | +176.6% | -112.4% | +8.7% |
| 5Y | +20.4% | +249.3% | -228.9% | -28.0% |
| All | +161.6% | +713.7% | -552.1% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling