+16.1%
IWM vs SUI
-2.0%
+18.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.3% | +3.4% | -3.1% | -0.1% |
| 30D | +0.6% | +4.6% | -4.0% | 0.0% |
| 3M | -6.2% | +1.6% | -7.8% | -6.5% |
| 6M | -0.8% | -3.5% | +2.7% | -0.4% |
| YTD | +14.8% | -1.0% | +15.8% | +14.1% |
| 1Y | +16.1% | -1.7% | +17.9% | +16.3% |
| All | +16.1% | -2.0% | +18.1% | +16.3% |
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