+16.1%
IWM vs SN
+140.3%
-124.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | +0.3% | +7.6% | -7.3% | -1.4% |
| 30D | +0.6% | +22.4% | -21.9% | -4.0% |
| 3M | -6.2% | +21.7% | -27.9% | -10.6% |
| 6M | -0.8% | +102.8% | -103.6% | -17.9% |
| YTD | +14.8% | +102.4% | -87.7% | -6.4% |
| 1Y | +16.1% | +139.0% | -122.8% | -9.8% |
| All | +16.1% | +140.3% | -124.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling