+18.9%
IWM vs UBER
-24.0%
+43.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.8% |
| 7D | +1.0% | +7.0% | -6.1% | 0.0% |
| 30D | +0.2% | +0.6% | -0.3% | +0.1% |
| 3M | -5.6% | -2.9% | -2.7% | -5.5% |
| 6M | +2.7% | -5.5% | +8.2% | +3.1% |
| YTD | +16.2% | -14.5% | +30.7% | +18.2% |
| 1Y | +18.9% | -26.2% | +45.1% | +25.0% |
| All | +18.9% | -24.0% | +43.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UBER.
Daily Out/Under-Performance
Portfolio return minus UBER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UBER 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 1y: compounded portfolio wealth divided by compounded UBER 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…
1y analysis · Full analysis span regression · 6 months rolling