+13.0%
IWM vs SOLS
+25.7%
-12.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.4% | +14.0% | -12.6% | -0.4% |
| 30D | +2.3% | +10.0% | -7.7% | +0.7% |
| 3M | -8.3% | +5.8% | -14.1% | -9.3% |
| 6M | -1.3% | -25.2% | +23.9% | +1.8% |
| YTD | +13.5% | +36.5% | -23.0% | +7.7% |
| 1Y | +18.4% | +45.0% | -26.6% | +11.2% |
| All | +13.0% | +25.7% | -12.8% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 5y: compounded portfolio wealth divided by compounded SOLS 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…
5y analysis · Full analysis span regression · 6 months rolling