+107.6%
IWM vs U
-44.5%
+152.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.1% | -3.8% | +3.9% | +0.7% |
| 30D | -1.3% | +17.5% | -18.7% | -3.9% |
| 3M | +1.6% | +38.7% | -37.1% | -3.8% |
| 6M | +13.6% | +104.4% | -90.9% | +0.6% |
| YTD | +20.8% | -5.7% | +26.4% | +18.4% |
| 1Y | +26.4% | +3.7% | +22.7% | +20.9% |
| 3Y | +60.7% | +12.3% | +48.4% | +43.4% |
| 5Y | +38.2% | -68.8% | +107.0% | +33.3% |
| All | +107.6% | -44.5% | +152.1% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling