+66.4%
IWM vs T
+106.0%
-39.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | -1.3% | +11.4% | -12.6% | -1.4% |
| 3M | +1.6% | +14.3% | -12.7% | +1.5% |
| 6M | +13.6% | -9.3% | +22.8% | +14.2% |
| YTD | +20.8% | +7.1% | +13.6% | +20.2% |
| 1Y | +26.4% | -9.1% | +35.5% | +27.5% |
| All | +66.4% | +106.0% | -39.7% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling