+67.2%
IWM vs ROKU
+98.8%
-31.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.0% | +3.5% | -5.5% | -2.7% |
| 30D | -1.5% | +5.1% | -6.6% | -2.5% |
| 3M | -8.0% | +7.0% | -15.0% | -9.3% |
| 6M | -4.1% | +25.4% | -29.5% | -9.0% |
| YTD | +11.9% | +48.0% | -36.0% | +1.8% |
| 1Y | +15.0% | +53.1% | -38.1% | +3.7% |
| All | +67.2% | +98.8% | -31.6% | +35.5% |
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