+31.7%
IWM vs S
-48.3%
+80.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -0.3% | +1.2% | -1.6% | -0.6% |
| 30D | +1.9% | -7.3% | +9.2% | +2.9% |
| 3M | -5.7% | +5.9% | -11.6% | -7.4% |
| 6M | -0.3% | +45.6% | -45.9% | -7.8% |
| YTD | +15.8% | +58.5% | -42.8% | +4.7% |
| 1Y | +17.1% | +37.6% | -20.5% | +8.2% |
| 3Y | +73.1% | +51.7% | +21.4% | +53.7% |
| 5Y | +25.9% | -67.5% | +93.4% | +24.8% |
| All | +31.7% | -48.3% | +80.0% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling