+151.9%
IWM vs P
+686.0%
-534.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.1% |
| 7D | -0.3% | -4.7% | +4.4% | +0.5% |
| 30D | +1.9% | -31.4% | +33.3% | +9.8% |
| 3M | -5.7% | -2.6% | -3.1% | -6.9% |
| 6M | -0.3% | +21.9% | -22.2% | -8.3% |
| YTD | +15.8% | +58.9% | -43.1% | -1.3% |
| 1Y | +17.1% | +21.7% | -4.7% | +4.5% |
| 3Y | +73.1% | +193.3% | -120.2% | +13.4% |
| 5Y | +25.9% | +275.1% | -249.3% | -25.8% |
| 10Y | +151.9% | +655.3% | -503.4% | +19.7% |
| All | +151.9% | +686.0% | -534.1% | +19.7% |
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