+25.9%
IWM vs UBER
+63.2%
-37.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | +1.9% | -1.1% | +3.0% | +2.1% |
| 3M | -5.7% | -10.0% | +4.3% | -3.3% |
| 6M | -0.3% | -7.2% | +6.9% | +0.8% |
| YTD | +15.8% | -13.5% | +29.3% | +18.7% |
| 1Y | +17.1% | -24.5% | +41.6% | +24.3% |
| 3Y | +73.1% | +37.0% | +36.0% | +51.0% |
| 5Y | +25.9% | +63.3% | -37.4% | -0.6% |
| All | +25.9% | +63.2% | -37.3% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling