+20.0%
IWM vs URA
+33.4%
-13.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.3% |
| 7D | -2.0% | -4.1% | +2.1% | -0.8% |
| 30D | -1.5% | -19.0% | +17.6% | +4.6% |
| 3M | -8.0% | -25.1% | +17.1% | -0.5% |
| 6M | -4.1% | -44.5% | +40.4% | +12.5% |
| YTD | +11.9% | -24.3% | +36.2% | +17.8% |
| 1Y | +15.0% | -28.1% | +43.1% | +22.6% |
| 3Y | +64.2% | +40.7% | +23.5% | +32.6% |
| All | +20.0% | +33.4% | -13.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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