+166.9%
IWM vs SBAC
+76.8%
+90.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.3% | +3.2% | -5.5% | -3.2% |
| 3M | +4.0% | -5.1% | +9.0% | +5.0% |
| 6M | +17.9% | -2.1% | +20.0% | +17.0% |
| YTD | +20.2% | -0.5% | +20.7% | +18.2% |
| 1Y | +25.0% | +1.1% | +23.8% | +22.1% |
| 3Y | +66.0% | -7.4% | +73.4% | +62.8% |
| 5Y | +40.0% | -44.3% | +84.4% | +61.1% |
| 10Y | +166.9% | +77.6% | +89.3% | +143.2% |
| All | +166.9% | +76.8% | +90.1% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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