+155.4%
IWM vs P
+691.2%
-535.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +0.3% | -13.3% | +13.6% | +3.2% |
| 30D | +0.6% | -34.0% | +34.6% | +9.4% |
| 3M | -6.2% | +4.1% | -10.3% | -9.0% |
| 6M | -0.8% | +30.5% | -31.2% | -10.4% |
| YTD | +14.8% | +52.2% | -37.4% | -1.2% |
| 1Y | +16.1% | +10.3% | +5.9% | +6.1% |
| 3Y | +71.5% | +180.9% | -109.3% | +13.4% |
| 5Y | +25.8% | +259.7% | -234.0% | -25.2% |
| 10Y | +155.4% | +652.6% | -497.2% | +22.5% |
| All | +155.4% | +691.2% | -535.7% | +22.5% |
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