+741.9%
IWM vs UL
+817.0%
-75.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.1% |
| 7D | -2.0% | +1.1% | -3.2% | -2.6% |
| 30D | -1.5% | +8.2% | -9.7% | -5.0% |
| 3M | -8.0% | +4.5% | -12.5% | -10.1% |
| 6M | -4.1% | +12.6% | -16.7% | -9.8% |
| YTD | +11.9% | +3.5% | +8.4% | +8.5% |
| 1Y | +15.0% | -0.4% | +15.5% | +13.2% |
| 3Y | +64.2% | +36.0% | +28.2% | +38.1% |
| 5Y | +20.4% | +30.9% | -10.5% | +1.1% |
| 10Y | +168.0% | +97.5% | +70.4% | +78.6% |
| All | +741.9% | +817.0% | -75.1% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling