+37.9%
IWM vs SU
+348.9%
-311.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -2.4% | +2.2% | -4.6% | -2.9% |
| 30D | -4.6% | +8.4% | -13.0% | -6.5% |
| 3M | -0.3% | +12.1% | -12.4% | -3.4% |
| 6M | +14.7% | +19.7% | -4.9% | +8.4% |
| YTD | +17.8% | +58.4% | -40.6% | +2.8% |
| 1Y | +21.2% | +67.2% | -46.0% | +4.0% |
| 3Y | +62.3% | +125.0% | -62.7% | +26.4% |
| All | +37.9% | +348.9% | -311.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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