+26.4%
IWM vs S
+10.1%
+16.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | -7.7% | +7.8% | +0.9% |
| 30D | -1.3% | -5.3% | +4.1% | -0.9% |
| 3M | +1.6% | +20.3% | -18.7% | -1.0% |
| 6M | +13.6% | +47.4% | -33.8% | +6.7% |
| YTD | +20.8% | +32.5% | -11.8% | +15.2% |
| 1Y | +26.4% | +9.5% | +16.9% | +25.4% |
| All | +26.4% | +10.1% | +16.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling