+202.1%
IWM vs P
+485.4%
-283.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +0.1% | +6.5% | -6.5% | -1.3% |
| 30D | -1.3% | +18.8% | -20.1% | -5.5% |
| 3M | +1.6% | +26.7% | -25.1% | -4.8% |
| 6M | +13.6% | +62.2% | -48.6% | -0.4% |
| YTD | +20.8% | +48.5% | -27.7% | +7.1% |
| 1Y | +26.4% | +26.4% | 0.0% | +14.0% |
| 3Y | +60.7% | +159.4% | -98.7% | +14.0% |
| 5Y | +38.2% | +275.8% | -237.6% | -13.2% |
| 10Y | +169.5% | +732.0% | -562.5% | +38.3% |
| All | +202.1% | +485.4% | -283.2% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling