+360.6%
IWM vs URA
-51.6%
+412.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.5% |
| 7D | -2.0% | -4.1% | +2.1% | -0.7% |
| 30D | -1.5% | -19.0% | +17.6% | +5.4% |
| 3M | -8.0% | -25.1% | +17.1% | +0.6% |
| 6M | -4.1% | -44.5% | +40.4% | +14.9% |
| YTD | +11.9% | -24.3% | +36.2% | +18.7% |
| 1Y | +15.0% | -28.1% | +43.1% | +23.7% |
| 3Y | +64.2% | +40.7% | +23.5% | +32.4% |
| 5Y | +20.4% | +35.5% | -15.1% | -5.7% |
| 10Y | +168.0% | +281.2% | -113.2% | +29.7% |
| All | +360.6% | -51.6% | +412.2% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling