+64.2%
IWM vs SPOT
+255.6%
-191.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.2% |
| 7D | -2.0% | +1.6% | -3.6% | -2.2% |
| 30D | -1.5% | +17.6% | -19.0% | -3.3% |
| 3M | -8.0% | +26.9% | -34.9% | -10.7% |
| 6M | -4.1% | +41.8% | -45.9% | -8.5% |
| YTD | +11.9% | +3.8% | +8.1% | +10.9% |
| 1Y | +15.0% | -2.5% | +17.5% | +15.0% |
| 3Y | +64.2% | +260.6% | -196.4% | +40.1% |
| All | +64.2% | +255.6% | -191.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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