+69.2%
IWM vs UL
+32.9%
+36.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | -2.0% | +1.1% | -3.2% | -2.1% |
| 30D | -1.5% | +8.2% | -9.7% | -2.2% |
| 3M | -8.0% | +4.5% | -12.5% | -8.4% |
| 6M | -4.1% | +12.6% | -16.7% | -5.2% |
| YTD | +11.9% | +3.5% | +8.4% | +11.4% |
| 1Y | +15.0% | -0.4% | +15.5% | +15.1% |
| All | +69.2% | +32.9% | +36.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling