+15.0%
IWM vs SUI
-0.1%
+15.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -2.0% | +6.2% | -8.2% | -2.6% |
| 30D | -1.5% | +8.6% | -10.0% | -2.5% |
| 3M | -8.0% | +1.0% | -9.0% | -8.2% |
| 6M | -4.1% | -2.6% | -1.5% | -3.9% |
| YTD | +11.9% | -0.1% | +12.1% | +11.3% |
| 1Y | +15.0% | +0.5% | +14.6% | +13.5% |
| All | +15.0% | -0.1% | +15.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling