+62.3%
IWM vs SNY
-9.6%
+71.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | -3.3% | +0.9% | -1.9% |
| 30D | -4.6% | -2.2% | -2.4% | -4.3% |
| 3M | -0.3% | -3.0% | +2.8% | +0.1% |
| 6M | +14.7% | +2.7% | +12.0% | +14.1% |
| YTD | +17.8% | -6.8% | +24.7% | +18.8% |
| 1Y | +21.2% | -5.3% | +26.5% | +21.8% |
| 3Y | +62.3% | -9.8% | +72.1% | +62.0% |
| All | +62.3% | -9.6% | +71.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling