+773.8%
IWM vs USB
+485.5%
+288.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.6% |
| 7D | +1.0% | +2.4% | -1.4% | -0.1% |
| 30D | +0.2% | +6.6% | -6.3% | -2.7% |
| 3M | -5.6% | -4.1% | -1.5% | -4.0% |
| 6M | +2.7% | +12.5% | -9.8% | -3.2% |
| YTD | +16.2% | +17.6% | -1.5% | +7.1% |
| 1Y | +18.9% | +36.5% | -17.6% | +2.4% |
| 3Y | +68.3% | +95.4% | -27.1% | +22.1% |
| 5Y | +26.7% | +26.1% | +0.5% | +8.6% |
| 10Y | +178.1% | +101.3% | +76.8% | +86.4% |
| All | +773.8% | +485.5% | +288.3% | +245.2% |
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