+601.1%
IWM vs SPXU
-100.0%
+701.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | -0.6% |
| 7D | -0.3% | +1.5% | -1.9% | +0.9% |
| 30D | +1.9% | +6.4% | -4.5% | +5.2% |
| 3M | -5.7% | +4.2% | -10.0% | -3.1% |
| 6M | -0.3% | -7.8% | +7.5% | -1.2% |
| YTD | +15.8% | -27.5% | +43.3% | +6.4% |
| 1Y | +17.1% | -27.1% | +44.2% | +8.3% |
| 3Y | +73.1% | -80.8% | +153.9% | +8.1% |
| 5Y | +25.9% | -84.1% | +110.0% | -12.3% |
| 10Y | +151.9% | -99.5% | +251.4% | -32.0% |
| All | +601.1% | -100.0% | +701.1% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling