+106.9%
IWM vs UBER
+80.4%
+26.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +0.1% | -3.9% | +4.0% | +1.1% |
| 30D | -1.3% | +11.1% | -12.4% | -4.2% |
| 3M | +1.6% | +4.9% | -3.3% | -0.3% |
| 6M | +13.6% | -1.2% | +14.7% | +12.8% |
| YTD | +20.8% | -7.3% | +28.0% | +21.7% |
| 1Y | +26.4% | -17.6% | +44.0% | +31.1% |
| 3Y | +60.7% | +61.1% | -0.4% | +34.5% |
| 5Y | +38.2% | +87.9% | -49.7% | +4.4% |
| All | +106.9% | +80.4% | +26.5% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling