+200.0%
IWM vs PR
+169.5%
+30.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +0.1% | +2.9% | -2.8% | -0.3% |
| 30D | -1.3% | +18.0% | -19.3% | -3.2% |
| 3M | +1.6% | +16.9% | -15.3% | -0.4% |
| 6M | +13.6% | +28.2% | -14.7% | +9.8% |
| YTD | +20.8% | +69.3% | -48.6% | +12.9% |
| 1Y | +26.4% | +69.5% | -43.1% | +18.0% |
| 3Y | +60.7% | +81.7% | -21.0% | +47.5% |
| 5Y | +38.2% | +422.2% | -384.1% | +11.4% |
| 10Y | +169.5% | +110.4% | +59.1% | +124.7% |
| All | +200.0% | +169.5% | +30.5% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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