+177.3%
IWM vs P
+449.6%
-272.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.4% | +11.8% | -1.2% |
| 7D | -4.6% | -31.9% | +27.3% | +2.9% |
| 30D | -3.7% | -36.5% | +32.8% | +5.0% |
| 3M | -9.4% | +11.6% | -21.0% | -13.4% |
| 6M | -3.6% | +25.2% | -28.8% | -11.6% |
| YTD | +10.8% | +39.4% | -28.6% | -1.8% |
| 1Y | +11.9% | -3.7% | +15.6% | +6.0% |
| 3Y | +60.6% | +167.3% | -106.7% | +11.3% |
| 5Y | +19.2% | +237.3% | -218.1% | -24.3% |
| 10Y | +165.3% | +698.6% | -533.3% | +35.8% |
| All | +177.3% | +449.6% | -272.4% | +41.7% |
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 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