+741.9%
IWM vs SBAC
+457.7%
+284.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | -1.5% | +11.2% | -12.6% | -3.2% |
| 3M | -8.0% | +4.5% | -12.5% | -8.8% |
| 6M | -4.1% | -12.2% | +8.1% | -2.6% |
| YTD | +11.9% | -0.1% | +12.1% | +10.7% |
| 1Y | +15.0% | -0.3% | +15.3% | +13.8% |
| 3Y | +64.2% | -8.7% | +72.9% | +63.4% |
| 5Y | +20.4% | -40.2% | +60.6% | +27.5% |
| 10Y | +168.0% | +97.3% | +70.6% | +134.4% |
| All | +741.9% | +457.7% | +284.2% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling