+40.0%
IWM vs UBER
+79.0%
-39.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.1% |
| 30D | -2.3% | -2.5% | +0.2% | -1.8% |
| 3M | +4.0% | +4.4% | -0.4% | +2.2% |
| 6M | +17.9% | -2.7% | +20.6% | +17.6% |
| YTD | +20.2% | -10.5% | +30.7% | +22.3% |
| 1Y | +25.0% | -22.5% | +47.5% | +31.6% |
| 3Y | +66.0% | +54.8% | +11.2% | +40.5% |
| 5Y | +40.0% | +82.5% | -42.5% | +7.0% |
| All | +40.0% | +79.0% | -39.0% | +7.0% |
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 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