+23.8%
IWM vs P
+279.3%
-255.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +1.4% | +11.6% | -10.2% | -0.6% |
| 30D | +2.3% | -23.7% | +26.0% | +6.7% |
| 3M | -8.3% | -8.0% | -0.3% | -8.3% |
| 6M | -1.3% | +27.9% | -29.2% | -8.7% |
| YTD | +13.5% | +61.2% | -47.6% | -1.0% |
| 1Y | +18.4% | +28.6% | -10.2% | +6.4% |
| 3Y | +69.6% | +200.5% | -130.9% | +14.0% |
| All | +23.8% | +279.3% | -255.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling