+123.3%
IWM vs ROKU
+884.7%
-761.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -1.3% | +5.9% | -7.1% | -2.0% |
| 3M | +1.6% | +23.9% | -22.3% | -1.6% |
| 6M | +13.6% | +59.6% | -46.0% | +6.0% |
| YTD | +20.8% | +43.4% | -22.7% | +14.1% |
| 1Y | +26.4% | +60.2% | -33.7% | +17.4% |
| 3Y | +60.7% | +90.4% | -29.7% | +40.6% |
| 5Y | +38.2% | -54.5% | +92.7% | +31.4% |
| All | +123.3% | +884.7% | -761.5% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling