+38.3%
IWM vs PL
+84.9%
-46.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | +0.1% | -9.3% | +9.4% | +1.3% |
| 30D | -1.3% | -18.9% | +17.7% | +1.3% |
| 3M | +1.6% | -58.4% | +60.0% | +12.4% |
| 6M | +13.6% | -30.3% | +43.9% | +15.1% |
| YTD | +20.8% | -8.1% | +28.9% | +16.9% |
| 1Y | +26.4% | +180.5% | -154.1% | +1.2% |
| 3Y | +60.7% | +444.1% | -383.5% | +5.0% |
| 5Y | +38.2% | +83.0% | -44.8% | -2.5% |
| All | +38.3% | +84.9% | -46.6% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling