+41.8%
IWM vs PATH
-76.8%
+118.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.6% | +16.9% | +3.1% |
| 7D | +0.1% | -16.3% | +16.4% | +2.9% |
| 30D | -1.3% | +9.9% | -11.2% | -3.5% |
| 3M | +1.6% | +30.2% | -28.6% | -4.1% |
| 6M | +13.6% | +37.2% | -23.7% | +5.1% |
| YTD | +20.8% | -7.3% | +28.1% | +19.5% |
| 1Y | +26.4% | +40.0% | -13.6% | +12.8% |
| 3Y | +60.7% | -4.4% | +65.1% | +47.4% |
| 5Y | +38.2% | -76.0% | +114.2% | +41.9% |
| All | +41.8% | -76.8% | +118.6% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling