+733.6%
IWM vs RF
+284.8%
+448.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.9% |
| 7D | -4.6% | -1.6% | -3.0% | -4.1% |
| 30D | -3.7% | +5.0% | -8.7% | -5.1% |
| 3M | -9.4% | -10.0% | +0.6% | -6.5% |
| 6M | -3.6% | +3.3% | -6.9% | -4.8% |
| YTD | +10.8% | +7.9% | +2.9% | +7.9% |
| 1Y | +11.9% | +21.2% | -9.4% | +5.1% |
| 3Y | +60.6% | +105.8% | -45.3% | +28.5% |
| 5Y | +19.2% | +43.7% | -24.5% | +4.5% |
| 10Y | +165.3% | +289.4% | -124.1% | +69.6% |
| All | +733.6% | +284.8% | +448.8% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling