+787.7%
IWM vs SNY
+241.5%
+546.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | -3.6% | +1.1% | -1.0% |
| 30D | -4.4% | -1.9% | -2.5% | -3.7% |
| 3M | +2.2% | -2.0% | +4.2% | +2.7% |
| 6M | +14.0% | +2.5% | +11.5% | +12.2% |
| YTD | +17.4% | -7.0% | +24.3% | +19.9% |
| 1Y | +22.9% | -4.4% | +27.3% | +23.8% |
| 3Y | +62.1% | -8.4% | +70.5% | +59.9% |
| 5Y | +38.2% | +9.5% | +28.6% | +22.7% |
| 10Y | +169.0% | +64.3% | +104.6% | +92.5% |
| All | +787.7% | +241.5% | +546.2% | +309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling