+15.4%
IWM vs SE
-48.7%
+64.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | +2.8% | -1.5% | +4.2% | +2.9% |
| 30D | +0.6% | -22.3% | +22.9% | +3.0% |
| 3M | -7.8% | -41.8% | +34.1% | -3.0% |
| 6M | -1.0% | -22.4% | +21.4% | +0.8% |
| YTD | +13.9% | -41.6% | +55.5% | +18.8% |
| 1Y | +15.4% | -48.0% | +63.5% | +22.3% |
| All | +15.4% | -48.7% | +64.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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