+54.3%
IWM vs SN
+490.7%
-436.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.1% | -9.3% | +9.4% | +2.1% |
| 30D | -1.3% | -4.8% | +3.5% | -0.3% |
| 3M | +1.6% | +40.4% | -38.8% | -6.1% |
| 6M | +13.6% | +50.9% | -37.4% | +2.8% |
| YTD | +20.8% | +54.9% | -34.2% | +8.5% |
| 1Y | +26.4% | +43.0% | -16.6% | +15.0% |
| 3Y | +60.7% | +391.8% | -331.1% | +23.9% |
| All | +54.3% | +490.7% | -436.4% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling