+808.3%
IWM vs SU
+1,980.7%
-1,172.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.0% |
| 30D | -1.3% | +7.9% | -9.1% | -3.7% |
| 3M | +1.6% | +3.5% | -1.9% | 0.0% |
| 6M | +13.6% | +19.0% | -5.4% | +6.3% |
| YTD | +20.8% | +55.0% | -34.2% | +3.9% |
| 1Y | +26.4% | +71.2% | -44.8% | +5.2% |
| 3Y | +60.7% | +117.4% | -56.7% | +22.0% |
| 5Y | +38.2% | +335.2% | -297.0% | -18.7% |
| 10Y | +169.5% | +248.7% | -79.3% | +56.6% |
| All | +808.3% | +1,980.7% | -1,172.4% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling