+165.3%
IWM vs SIRI
-11.0%
+176.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -2.5% | -3.0% | +0.5% | -1.8% |
| 30D | -4.4% | +1.3% | -5.7% | -4.8% |
| 3M | +2.2% | +5.6% | -3.4% | +0.4% |
| 6M | +14.0% | +35.2% | -21.1% | +4.5% |
| YTD | +17.4% | +49.1% | -31.7% | +4.3% |
| 1Y | +22.9% | +26.8% | -3.8% | +13.7% |
| 3Y | +62.1% | -23.7% | +85.7% | +63.0% |
| 5Y | +38.2% | -41.8% | +80.0% | +41.8% |
| All | +165.3% | -11.0% | +176.3% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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