+733.6%
IWM vs PAAS
+1,307.6%
-574.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.3% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -3.7% | -11.6% | +7.9% | -2.4% |
| 3M | -9.4% | -15.6% | +6.2% | -8.0% |
| 6M | -3.6% | -19.1% | +15.5% | -2.0% |
| YTD | +10.8% | -20.9% | +31.8% | +12.3% |
| 1Y | +11.9% | +21.3% | -9.4% | +7.9% |
| 3Y | +60.6% | +177.4% | -116.8% | +38.5% |
| 5Y | +19.2% | +71.3% | -52.1% | +6.4% |
| 10Y | +165.3% | +181.5% | -16.1% | +113.1% |
| All | +733.6% | +1,307.6% | -574.0% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling