+741.9%
IWM vs SLB
+124.7%
+617.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.0% | -7.1% | +5.1% | +0.6% |
| 30D | -1.5% | +4.1% | -5.5% | -3.0% |
| 3M | -8.0% | -2.6% | -5.4% | -7.8% |
| 6M | -4.1% | -8.6% | +4.5% | -2.4% |
| YTD | +11.9% | +32.2% | -20.3% | -1.1% |
| 1Y | +15.0% | +40.7% | -25.6% | -0.8% |
| 3Y | +64.2% | -4.5% | +68.7% | +59.3% |
| 5Y | +20.4% | +66.4% | -46.0% | -10.6% |
| 10Y | +168.0% | -15.1% | +183.1% | +126.6% |
| All | +741.9% | +124.7% | +617.3% | +345.5% |
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