+631.1%
IWM vs SPXU
-100.0%
+731.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -1.3% | +0.8% | -2.1% | -0.8% |
| 3M | +1.6% | -4.7% | +6.3% | +0.8% |
| 6M | +13.6% | -29.6% | +43.2% | +1.6% |
| YTD | +20.8% | -29.9% | +50.6% | +8.4% |
| 1Y | +26.4% | -39.1% | +65.5% | +8.7% |
| 3Y | +60.7% | -80.0% | +140.7% | +1.8% |
| 5Y | +38.2% | -86.0% | +124.2% | -8.8% |
| 10Y | +169.5% | -99.5% | +269.0% | -28.6% |
| All | +631.1% | -100.0% | +731.1% | -46.3% |
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