+808.3%
IWM vs USB
+502.3%
+306.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +0.1% | +1.4% | -1.4% | -0.6% |
| 30D | -1.3% | -1.3% | +0.1% | -0.7% |
| 3M | +1.6% | +15.2% | -13.6% | -5.0% |
| 6M | +13.6% | +18.8% | -5.3% | +4.5% |
| YTD | +20.8% | +21.0% | -0.3% | +10.0% |
| 1Y | +26.4% | +34.0% | -7.6% | +9.8% |
| 3Y | +60.7% | +95.3% | -34.6% | +16.2% |
| 5Y | +38.2% | +40.4% | -2.2% | +12.9% |
| 10Y | +169.5% | +107.3% | +62.2% | +78.5% |
| All | +808.3% | +502.3% | +306.0% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling