+32.6%
IWM vs PL
+46.3%
-13.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.3% | +13.4% | -13.7% | -2.1% |
| 30D | +1.9% | -10.2% | +12.0% | +2.9% |
| 3M | -5.7% | -39.5% | +33.8% | -0.1% |
| 6M | -0.3% | -65.7% | +65.4% | +12.2% |
| YTD | +15.8% | -27.3% | +43.1% | +14.8% |
| 1Y | +17.1% | +15.0% | +2.1% | +7.7% |
| 3Y | +73.1% | +560.8% | -487.8% | +8.7% |
| 5Y | +25.9% | +38.4% | -12.6% | -8.7% |
| All | +32.6% | +46.3% | -13.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling