+73.0%
IWM vs SRE
+22.5%
+50.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.3% | -5.6% | +5.3% | +1.4% |
| 30D | +1.9% | -4.5% | +6.3% | +3.2% |
| 3M | -5.7% | -7.7% | +2.0% | -3.7% |
| 6M | -0.3% | -14.4% | +14.1% | +4.0% |
| YTD | +15.8% | -9.4% | +25.2% | +18.2% |
| 1Y | +17.1% | -13.8% | +30.9% | +21.5% |
| All | +73.0% | +22.5% | +50.5% | +50.0% |
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