+808.3%
IWM vs SYY
+669.7%
+138.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.8% |
| 7D | +0.1% | -2.3% | +2.4% | +1.1% |
| 30D | -1.3% | -4.9% | +3.7% | +1.0% |
| 3M | +1.6% | +8.4% | -6.8% | -2.4% |
| 6M | +13.6% | -7.4% | +20.9% | +16.1% |
| YTD | +20.8% | +11.0% | +9.8% | +13.1% |
| 1Y | +26.4% | -0.2% | +26.6% | +24.0% |
| 3Y | +60.7% | +23.8% | +36.9% | +40.7% |
| 5Y | +38.2% | +18.1% | +20.1% | +22.6% |
| 10Y | +169.5% | +94.6% | +74.9% | +73.6% |
| All | +808.3% | +669.7% | +138.6% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling