+808.3%
IWM vs SUI
+1,598.4%
-790.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -2.8% | +2.9% | +1.5% |
| 30D | -1.3% | -1.2% | -0.1% | -0.8% |
| 3M | +1.6% | -1.7% | +3.4% | +1.9% |
| 6M | +13.6% | -10.5% | +24.0% | +19.0% |
| YTD | +20.8% | -1.8% | +22.6% | +20.7% |
| 1Y | +26.4% | -4.1% | +30.5% | +27.5% |
| 3Y | +60.7% | +11.3% | +49.4% | +47.0% |
| 5Y | +38.2% | -32.1% | +70.3% | +58.8% |
| 10Y | +169.5% | +110.4% | +59.0% | +66.3% |
| All | +808.3% | +1,598.4% | -790.1% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling