+95.2%
IWM vs U
-29.6%
+124.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.6% | -1.1% |
| 7D | +1.4% | +2.6% | -1.1% | +1.0% |
| 30D | +2.3% | +27.6% | -25.3% | -1.8% |
| 3M | -8.3% | +15.3% | -23.6% | -10.8% |
| 6M | -1.3% | +96.4% | -97.7% | -12.1% |
| YTD | +13.5% | +19.6% | -6.0% | +6.7% |
| 1Y | +18.4% | +42.1% | -23.7% | +8.1% |
| 3Y | +69.6% | +87.5% | -17.9% | +39.7% |
| 5Y | +23.3% | -73.1% | +96.4% | +18.5% |
| All | +95.2% | -29.6% | +124.8% | +69.9% |
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