+808.3%
IWM vs SBAC
+457.8%
+350.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -1.3% | +6.9% | -8.2% | -2.3% |
| 3M | +1.6% | -8.2% | +9.8% | +2.7% |
| 6M | +13.6% | -1.6% | +15.2% | +13.0% |
| YTD | +20.8% | -0.1% | +20.9% | +19.6% |
| 1Y | +26.4% | -0.5% | +26.9% | +25.3% |
| 3Y | +60.7% | -9.1% | +69.8% | +60.1% |
| 5Y | +38.2% | -43.8% | +82.0% | +47.9% |
| 10Y | +169.5% | +80.5% | +88.9% | +139.2% |
| All | +808.3% | +457.8% | +350.5% | +532.6% |
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