+151.9%
IWM vs RF
+241.0%
-89.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.3% | -1.3% | +1.0% | +0.4% |
| 30D | +1.9% | +4.6% | -2.8% | -0.3% |
| 3M | -5.7% | -8.4% | +2.7% | -1.8% |
| 6M | -0.3% | +8.9% | -9.1% | -4.6% |
| YTD | +15.8% | +8.8% | +7.0% | +10.3% |
| 1Y | +17.1% | +18.9% | -1.8% | +6.9% |
| 3Y | +73.1% | +116.0% | -42.9% | +18.2% |
| 5Y | +25.9% | +46.0% | -20.2% | -0.2% |
| 10Y | +151.9% | +231.7% | -79.8% | +32.1% |
| All | +151.9% | +241.0% | -89.1% | +32.1% |
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