+344.1%
IWM vs PANW
+3,545.7%
-3,201.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -1.1% | +2.0% | -3.2% | -1.6% |
| 30D | -3.1% | -13.0% | +9.9% | -0.5% |
| 3M | +2.2% | +28.6% | -26.4% | -4.6% |
| 6M | +15.1% | +103.0% | -87.9% | -4.3% |
| YTD | +18.6% | +81.9% | -63.4% | +0.8% |
| 1Y | +24.0% | +69.6% | -45.6% | +7.0% |
| 3Y | +63.7% | +169.4% | -105.7% | +22.2% |
| 5Y | +38.2% | +331.0% | -292.8% | -11.0% |
| 10Y | +171.7% | +1,292.3% | -1,120.6% | +28.8% |
| All | +344.1% | +3,545.7% | -3,201.6% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling