+11.9%
IWM vs PATH
-9.8%
+21.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -4.4% |
| 7D | -4.6% | -5.6% | +1.0% | -4.3% |
| 30D | -3.7% | -0.7% | -3.0% | -3.6% |
| 3M | -9.4% | -5.9% | -3.5% | -9.4% |
| 6M | -3.6% | +21.6% | -25.2% | -5.1% |
| YTD | +10.8% | -20.6% | +31.5% | +12.1% |
| 1Y | +11.9% | -10.6% | +22.5% | +11.3% |
| All | +11.9% | -9.8% | +21.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling