+25.9%
IWM vs SRE
+47.5%
-21.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.3% | -5.6% | +5.3% | +1.9% |
| 30D | +1.9% | -4.5% | +6.3% | +3.5% |
| 3M | -5.7% | -7.7% | +2.0% | -3.2% |
| 6M | -0.3% | -14.4% | +14.1% | +5.2% |
| YTD | +15.8% | -9.4% | +25.2% | +18.9% |
| 1Y | +17.1% | -13.8% | +30.9% | +22.7% |
| 3Y | +73.1% | +22.2% | +50.9% | +48.7% |
| 5Y | +25.9% | +50.5% | -24.6% | -2.8% |
| All | +25.9% | +47.5% | -21.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling