+26.7%
IWM vs USB
+23.7%
+3.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.6% |
| 7D | +1.0% | +2.4% | -1.4% | -0.2% |
| 30D | +0.2% | +6.6% | -6.3% | -2.9% |
| 3M | -5.6% | -4.1% | -1.5% | -3.9% |
| 6M | +2.7% | +12.5% | -9.8% | -3.7% |
| YTD | +16.2% | +17.6% | -1.5% | +6.2% |
| 1Y | +18.9% | +36.5% | -17.6% | +1.0% |
| 3Y | +68.3% | +95.4% | -27.1% | +20.0% |
| 5Y | +26.7% | +26.1% | +0.5% | +8.7% |
| All | +26.7% | +23.7% | +3.0% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling