+40.0%
IWM vs SRE
+51.2%
-11.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | -2.3% | +1.9% | -4.2% | -3.2% |
| 3M | +4.0% | -3.3% | +7.2% | +4.9% |
| 6M | +17.9% | -6.4% | +24.4% | +20.2% |
| YTD | +20.2% | -1.8% | +22.0% | +19.9% |
| 1Y | +25.0% | +10.7% | +14.2% | +18.4% |
| 3Y | +66.0% | +31.8% | +34.2% | +39.7% |
| 5Y | +40.0% | +49.2% | -9.2% | +13.6% |
| All | +40.0% | +51.2% | -11.1% | +13.6% |
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