+118.3%
IWM vs SPOT
+227.0%
-108.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | -1.3% | +12.5% | -13.7% | -3.8% |
| 3M | +1.6% | +9.9% | -8.3% | -0.8% |
| 6M | +13.6% | +1.6% | +12.0% | +11.9% |
| YTD | +20.8% | -6.6% | +27.3% | +20.3% |
| 1Y | +26.4% | -22.9% | +49.3% | +31.0% |
| 3Y | +60.7% | +244.3% | -183.6% | +14.0% |
| 5Y | +38.2% | +117.8% | -79.6% | +2.0% |
| All | +118.3% | +227.0% | -108.6% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling