+143.5%
IWM vs RF
+223.4%
-79.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.5% |
| 30D | +2.3% | +7.3% | -5.1% | -1.1% |
| 3M | -8.3% | -7.9% | -0.4% | -4.8% |
| 6M | -1.3% | +10.5% | -11.8% | -6.3% |
| YTD | +13.5% | +9.6% | +3.9% | +7.8% |
| 1Y | +18.4% | +20.3% | -1.9% | +7.5% |
| 3Y | +69.6% | +119.5% | -49.9% | +14.9% |
| 5Y | +23.3% | +48.2% | -24.9% | -3.0% |
| All | +143.5% | +223.4% | -79.8% | +28.4% |
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