+95.8%
IWM vs U
-33.1%
+128.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +2.8% | +2.8% | -0.1% | +2.3% |
| 30D | +0.6% | +7.6% | -7.0% | -0.9% |
| 3M | -7.8% | +12.7% | -20.5% | -10.0% |
| 6M | -1.0% | +87.0% | -87.9% | -11.1% |
| YTD | +13.9% | +13.6% | +0.3% | +7.9% |
| 1Y | +15.4% | +25.3% | -9.8% | +7.5% |
| 3Y | +70.2% | +85.8% | -15.6% | +40.4% |
| 5Y | +23.7% | -74.5% | +98.2% | +19.8% |
| All | +95.8% | -33.1% | +128.9% | +71.8% |
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