+69.6%
IWM vs SBAC
-6.5%
+76.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +2.3% | +5.5% | -3.2% | +1.6% |
| 3M | -8.3% | +3.1% | -11.4% | -8.7% |
| 6M | -1.3% | -7.0% | +5.7% | -0.6% |
| YTD | +13.5% | +0.5% | +13.0% | +12.8% |
| 1Y | +18.4% | +0.2% | +18.2% | +17.7% |
| 3Y | +69.6% | -7.4% | +77.0% | +70.7% |
| All | +69.6% | -6.5% | +76.2% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling