+69.6%
IWM vs PM
+150.4%
-80.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.4% |
| 30D | +2.3% | -3.2% | +5.5% | +2.3% |
| 3M | -8.3% | +6.2% | -14.5% | -8.3% |
| 6M | -1.3% | +7.7% | -9.0% | -1.2% |
| YTD | +13.5% | +27.3% | -13.8% | +12.9% |
| 1Y | +18.4% | +32.8% | -14.4% | +17.6% |
| 3Y | +69.6% | +150.0% | -80.4% | +39.4% |
| All | +69.6% | +150.4% | -80.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3y: compounded portfolio wealth divided by compounded PM 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…
3y analysis · Full analysis span regression · 6 months rolling