+2.7%
IWM vs USB
+11.3%
-8.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | +1.0% | +2.4% | -1.4% | +0.3% |
| 30D | +0.2% | +6.6% | -6.3% | -1.6% |
| 3M | -5.6% | -4.1% | -1.5% | -4.7% |
| 6M | +2.7% | +12.5% | -9.8% | -1.3% |
| All | +2.7% | +11.3% | -8.5% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling