+23.8%
IWM vs PAAS
+48.6%
-24.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.4% | -8.9% | +10.3% | +2.9% |
| 30D | +2.3% | -11.4% | +13.7% | +4.1% |
| 3M | -8.3% | -20.4% | +12.1% | -5.2% |
| 6M | -1.3% | -40.7% | +39.4% | +6.4% |
| YTD | +13.5% | -26.9% | +40.5% | +16.9% |
| 1Y | +18.4% | -3.1% | +21.5% | +15.9% |
| 3Y | +69.6% | +199.3% | -129.6% | +29.4% |
| All | +23.8% | +48.6% | -24.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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