+38.2%
IWM vs PANW
+327.4%
-289.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.5% | +2.0% | -4.5% | -2.9% |
| 30D | -4.4% | -11.8% | +7.4% | -2.2% |
| 3M | +2.2% | +28.6% | -26.4% | -4.3% |
| 6M | +14.0% | +104.4% | -90.4% | -5.0% |
| YTD | +17.4% | +83.8% | -66.4% | 0.0% |
| 1Y | +22.9% | +71.5% | -48.6% | +6.4% |
| 3Y | +62.1% | +172.2% | -110.1% | +20.0% |
| 5Y | +38.2% | +332.2% | -294.1% | -12.5% |
| All | +38.2% | +327.4% | -289.3% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling