+753.8%
IWM vs SIRI
-88.9%
+842.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | +2.3% | +21.1% | -18.9% | +0.2% |
| 3M | -8.3% | +14.7% | -23.0% | -9.7% |
| 6M | -1.3% | +22.9% | -24.3% | -3.6% |
| YTD | +13.5% | +65.7% | -52.2% | +7.4% |
| 1Y | +18.4% | +53.5% | -35.1% | +12.8% |
| 3Y | +69.6% | -23.0% | +92.6% | +70.3% |
| 5Y | +23.3% | -41.5% | +64.8% | +25.0% |
| 10Y | +147.0% | -7.4% | +154.4% | +140.3% |
| All | +753.8% | -88.9% | +842.7% | +669.5% |
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