+71.5%
IWM vs U
+90.5%
-19.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +0.3% | +24.4% | -24.1% | -3.0% |
| 30D | +0.6% | +7.4% | -6.8% | -0.8% |
| 3M | -6.2% | +16.8% | -23.0% | -8.8% |
| 6M | -0.8% | +78.8% | -79.5% | -10.0% |
| YTD | +14.8% | +14.0% | +0.8% | +9.6% |
| 1Y | +16.1% | +16.7% | -0.6% | +10.2% |
| All | +71.5% | +90.5% | -19.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling