+92.5%
IWM vs U
-31.3%
+123.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.2% |
| 7D | -2.0% | +36.6% | -38.6% | -6.8% |
| 30D | -1.5% | +13.3% | -14.8% | -3.7% |
| 3M | -8.0% | +26.2% | -34.2% | -11.7% |
| 6M | -4.1% | +88.7% | -92.8% | -14.0% |
| YTD | +11.9% | +16.6% | -4.6% | +5.7% |
| 1Y | +15.0% | +29.0% | -13.9% | +6.6% |
| 3Y | +64.2% | +99.5% | -35.3% | +33.9% |
| 5Y | +20.4% | -66.1% | +86.5% | +13.4% |
| All | +92.5% | -31.3% | +123.8% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling