+161.6%
IWM vs RF
+279.4%
-117.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | -1.5% | +6.0% | -7.5% | -4.2% |
| 3M | -8.0% | -8.9% | +0.9% | -4.0% |
| 6M | -4.1% | +2.3% | -6.4% | -5.6% |
| YTD | +11.9% | +7.6% | +4.4% | +7.2% |
| 1Y | +15.0% | +21.2% | -6.1% | +4.1% |
| 3Y | +64.2% | +108.5% | -44.3% | +14.0% |
| 5Y | +20.4% | +43.2% | -22.8% | -3.6% |
| All | +161.6% | +279.4% | -117.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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