+808.3%
IWM vs SLB
+158.8%
+649.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | -1.3% | +15.8% | -17.1% | -6.6% |
| 3M | +1.6% | -0.3% | +2.0% | +0.8% |
| 6M | +13.6% | +21.3% | -7.8% | +4.4% |
| YTD | +20.8% | +52.3% | -31.6% | +1.8% |
| 1Y | +26.4% | +63.6% | -37.2% | +3.4% |
| 3Y | +60.7% | +3.8% | +56.9% | +51.5% |
| 5Y | +38.2% | +128.6% | -90.5% | -8.8% |
| 10Y | +169.5% | -3.1% | +172.5% | +118.0% |
| All | +808.3% | +158.8% | +649.4% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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