+13.3%
IWM vs S
+28.1%
-14.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -2.0% | -13.4% | +11.4% | -0.9% |
| 30D | -1.5% | -14.0% | +12.5% | -0.3% |
| 3M | -8.0% | +4.9% | -12.9% | -8.5% |
| 6M | -4.1% | +42.0% | -46.1% | -7.6% |
| YTD | +11.9% | +45.1% | -33.2% | +6.7% |
| All | +13.3% | +28.1% | -14.8% | +10.2% |
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