+117.0%
IWM vs ROKU
+875.4%
-758.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.5% | -2.6% | +0.1% | -2.2% |
| 30D | -4.4% | +2.1% | -6.5% | -4.7% |
| 3M | +2.2% | +31.8% | -29.5% | -1.8% |
| 6M | +14.0% | +53.3% | -39.3% | +7.1% |
| YTD | +17.4% | +42.1% | -24.7% | +11.1% |
| 1Y | +22.9% | +62.3% | -39.4% | +14.0% |
| 3Y | +62.1% | +84.6% | -22.6% | +42.4% |
| 5Y | +38.2% | -53.1% | +91.2% | +31.0% |
| All | +117.0% | +875.4% | -758.5% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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