+441.6%
IWM vs PM
+832.2%
-390.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | -2.0% | -5.2% | +3.2% | +0.3% |
| 30D | -1.5% | +2.7% | -4.1% | -2.8% |
| 3M | -8.0% | +6.1% | -14.1% | -10.8% |
| 6M | -4.1% | +18.0% | -22.1% | -12.3% |
| YTD | +11.9% | +26.6% | -14.6% | -1.9% |
| 1Y | +15.0% | +36.7% | -21.7% | -3.1% |
| 3Y | +64.2% | +146.0% | -81.8% | -2.1% |
| 5Y | +20.4% | +164.1% | -143.7% | -32.2% |
| 10Y | +168.0% | +238.8% | -70.8% | +22.3% |
| All | +441.6% | +832.2% | -390.6% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling