+38.2%
IWM vs ROKU
-54.7%
+92.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.5% | -2.6% | +0.1% | -2.0% |
| 30D | -4.4% | +2.1% | -6.5% | -4.8% |
| 3M | +2.2% | +31.8% | -29.5% | -3.4% |
| 6M | +14.0% | +53.3% | -39.3% | +4.5% |
| YTD | +17.4% | +42.1% | -24.7% | +8.7% |
| 1Y | +22.9% | +62.3% | -39.4% | +10.7% |
| 3Y | +62.1% | +84.6% | -22.6% | +34.8% |
| 5Y | +38.2% | -53.1% | +91.2% | +27.7% |
| All | +38.2% | -54.7% | +92.9% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling