+15.4%
IWM vs SYY
+3.6%
+11.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +2.8% | +1.3% | +1.4% | +2.6% |
| 30D | +0.6% | -3.5% | +4.2% | +0.9% |
| 3M | -7.8% | -9.3% | +1.6% | -6.9% |
| 6M | -1.0% | +5.9% | -6.9% | -2.4% |
| YTD | +13.9% | +6.5% | +7.4% | +12.2% |
| 1Y | +15.4% | +4.0% | +11.4% | +14.2% |
| All | +15.4% | +3.6% | +11.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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