+169.2%
IWM vs USB
+107.5%
+61.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +0.1% | +1.4% | -1.4% | -0.7% |
| 30D | -1.3% | -1.3% | +0.1% | -0.6% |
| 3M | +1.6% | +15.2% | -13.6% | -6.1% |
| 6M | +13.6% | +18.8% | -5.3% | +3.1% |
| YTD | +20.8% | +21.0% | -0.3% | +8.3% |
| 1Y | +26.4% | +34.0% | -7.6% | +7.2% |
| 3Y | +60.7% | +95.3% | -34.6% | +9.8% |
| 5Y | +38.2% | +40.4% | -2.2% | +9.3% |
| All | +169.2% | +107.5% | +61.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling