+15.0%
IWM vs T
-6.7%
+21.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.9% |
| 7D | -2.0% | +1.0% | -3.1% | -1.9% |
| 30D | -1.5% | -10.6% | +9.2% | -2.3% |
| 3M | -8.0% | -7.7% | -0.3% | -8.4% |
| 6M | -4.1% | -13.3% | +9.2% | -5.1% |
| YTD | +11.9% | -8.8% | +20.7% | +10.8% |
| 1Y | +15.0% | -8.4% | +23.4% | +14.2% |
| All | +15.0% | -6.7% | +21.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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