+38.2%
IWM vs SIRI
-44.1%
+82.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -1.1% | -3.9% | +2.8% | -0.5% |
| 30D | -3.1% | -0.8% | -2.3% | -3.0% |
| 3M | +2.2% | +4.3% | -2.1% | +1.3% |
| 6M | +15.1% | +34.1% | -19.0% | +9.2% |
| YTD | +18.6% | +47.3% | -28.8% | +10.4% |
| 1Y | +24.0% | +22.9% | +1.1% | +18.8% |
| 3Y | +63.7% | -24.6% | +88.3% | +64.3% |
| 5Y | +38.2% | -43.2% | +81.4% | +43.3% |
| All | +38.2% | -44.1% | +82.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling