+63.3%
IWM vs ROKU
+80.8%
-17.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -1.1% | -3.0% | +1.9% | -0.5% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +2.2% | +26.5% | -24.2% | -2.9% |
| 6M | +15.1% | +52.6% | -37.6% | +5.0% |
| YTD | +18.6% | +40.9% | -22.4% | +9.5% |
| 1Y | +24.0% | +57.6% | -33.7% | +11.6% |
| All | +63.3% | +80.8% | -17.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling