+26.7%
IWM vs PATH
-75.2%
+101.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | +1.0% | -4.8% | +5.8% | +1.8% |
| 30D | +0.2% | +2.7% | -2.4% | -0.3% |
| 3M | -5.6% | -4.2% | -1.4% | -5.9% |
| 6M | +2.7% | +24.7% | -22.0% | -3.4% |
| YTD | +16.2% | -17.6% | +33.7% | +17.0% |
| 1Y | +18.9% | -5.3% | +24.3% | +15.5% |
| 3Y | +68.3% | -22.0% | +90.3% | +59.7% |
| 5Y | +26.7% | -76.5% | +103.2% | +34.6% |
| All | +26.7% | -75.2% | +101.9% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling