+171.7%
IWM vs SPXU
-99.5%
+271.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.8% |
| 7D | -1.1% | +1.3% | -2.4% | -0.7% |
| 30D | -3.1% | +5.1% | -8.2% | -1.2% |
| 3M | +2.2% | -9.1% | +11.3% | -0.5% |
| 6M | +15.1% | -29.6% | +44.7% | +3.3% |
| YTD | +18.6% | -27.7% | +46.2% | +8.1% |
| 1Y | +24.0% | -37.0% | +60.9% | +8.6% |
| 3Y | +63.7% | -80.2% | +143.9% | +5.4% |
| 5Y | +38.2% | -86.0% | +124.2% | -6.9% |
| 10Y | +171.7% | -99.5% | +271.2% | -26.8% |
| All | +171.7% | -99.5% | +271.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling