+18.9%
IWM vs SRE
-7.5%
+26.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.8% |
| 7D | +1.0% | -2.1% | +3.1% | +1.1% |
| 30D | +0.2% | +6.1% | -5.8% | -0.4% |
| 3M | -5.6% | -3.5% | -2.1% | -5.3% |
| 6M | +2.7% | -10.8% | +13.5% | +4.3% |
| YTD | +16.2% | -4.0% | +20.1% | +16.0% |
| 1Y | +18.9% | -7.7% | +26.6% | +20.3% |
| All | +18.9% | -7.5% | +26.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling