+66.0%
IWM vs SRE
+33.0%
+33.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -2.3% | +1.9% | -4.2% | -3.0% |
| 3M | +4.0% | -3.3% | +7.2% | +4.7% |
| 6M | +17.9% | -6.4% | +24.4% | +19.8% |
| YTD | +20.2% | -1.8% | +22.0% | +20.0% |
| 1Y | +25.0% | +10.7% | +14.2% | +19.4% |
| 3Y | +66.0% | +31.8% | +34.2% | +40.2% |
| All | +66.0% | +33.0% | +33.0% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling