+808.3%
IWM vs SO
+1,701.0%
-892.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.1% | -0.2% | +0.2% | +0.2% |
| 30D | -1.3% | -4.6% | +3.3% | +0.6% |
| 3M | +1.6% | -3.0% | +4.6% | +2.6% |
| 6M | +13.6% | -8.3% | +21.8% | +17.1% |
| YTD | +20.8% | +3.5% | +17.2% | +18.1% |
| 1Y | +26.4% | -0.9% | +27.3% | +25.7% |
| 3Y | +60.7% | +45.4% | +15.3% | +33.1% |
| 5Y | +38.2% | +59.6% | -21.4% | +8.4% |
| 10Y | +169.5% | +156.6% | +12.9% | +66.1% |
| All | +808.3% | +1,701.0% | -892.7% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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