+166.4%
IWM vs PANW
+1,278.8%
-1,112.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -4.6% | -14.6% | +10.0% | -1.3% |
| 3M | -0.3% | +18.3% | -18.6% | -5.6% |
| 6M | +14.7% | +100.5% | -85.8% | -6.3% |
| YTD | +17.8% | +79.5% | -61.7% | -1.3% |
| 1Y | +21.2% | +66.7% | -45.5% | +3.4% |
| 3Y | +62.3% | +161.2% | -98.9% | +17.2% |
| 5Y | +38.7% | +322.2% | -283.5% | -16.7% |
| All | +166.4% | +1,278.8% | -1,112.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 10y: compounded portfolio wealth divided by compounded PANW 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…
10y analysis · Full analysis span regression · 6 months rolling