+808.3%
IWM vs SIRI
-90.0%
+898.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | -1.3% | -4.7% | +3.5% | -0.8% |
| 3M | +1.6% | +5.3% | -3.7% | +1.0% |
| 6M | +13.6% | +30.5% | -17.0% | +10.3% |
| YTD | +20.8% | +49.6% | -28.9% | +15.5% |
| 1Y | +26.4% | +28.5% | -2.1% | +22.6% |
| 3Y | +60.7% | -27.5% | +88.1% | +62.1% |
| 5Y | +38.2% | -44.7% | +82.8% | +41.0% |
| 10Y | +169.5% | -12.6% | +182.1% | +164.2% |
| All | +808.3% | -90.0% | +898.2% | +727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling