+19.2%
IWM vs RF
+42.4%
-23.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.5% |
| 7D | -4.6% | -1.6% | -3.0% | -3.8% |
| 30D | -3.7% | +5.0% | -8.7% | -6.0% |
| 3M | -9.4% | -10.0% | +0.6% | -4.6% |
| 6M | -3.6% | +3.3% | -6.9% | -5.7% |
| YTD | +10.8% | +7.9% | +2.9% | +5.6% |
| 1Y | +11.9% | +21.2% | -9.4% | +0.4% |
| 3Y | +60.6% | +105.8% | -45.3% | +10.1% |
| 5Y | +19.2% | +43.7% | -24.5% | -5.4% |
| All | +19.2% | +42.4% | -23.2% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling