+808.3%
IWM vs UL
+792.0%
+16.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | -1.3% | +0.5% | -1.7% | -1.5% |
| 3M | +1.6% | +17.6% | -16.0% | -5.9% |
| 6M | +13.6% | -5.4% | +18.9% | +15.2% |
| YTD | +20.8% | +0.7% | +20.0% | +18.9% |
| 1Y | +26.4% | -9.3% | +35.7% | +29.8% |
| 3Y | +60.7% | +24.5% | +36.2% | +41.0% |
| 5Y | +38.2% | +23.2% | +15.0% | +19.6% |
| 10Y | +169.5% | +64.5% | +105.0% | +96.4% |
| All | +808.3% | +792.0% | +16.3% | +273.7% |
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