+741.9%
IWM vs SO
+1,787.4%
-1,045.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -2.0% | -1.5% | -0.6% | -1.5% |
| 30D | -1.5% | +8.1% | -9.5% | -4.7% |
| 3M | -8.0% | +0.2% | -8.2% | -8.3% |
| 6M | -4.1% | +0.4% | -4.5% | -4.8% |
| YTD | +11.9% | +8.5% | +3.4% | +7.2% |
| 1Y | +15.0% | +4.9% | +10.1% | +11.6% |
| 3Y | +64.2% | +47.9% | +16.3% | +35.1% |
| 5Y | +20.4% | +75.7% | -55.3% | -9.5% |
| 10Y | +168.0% | +178.0% | -10.0% | +59.3% |
| All | +741.9% | +1,787.4% | -1,045.5% | +227.7% |
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