+23.8%
IWM vs UUUU
-40.6%
+64.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | +2.3% | -21.0% | +23.3% | +5.6% |
| 3M | -8.3% | -54.8% | +46.5% | +2.2% |
| 6M | -1.3% | -67.3% | +66.0% | +14.4% |
| YTD | +13.5% | -54.7% | +68.2% | +22.0% |
| 1Y | +18.4% | -57.4% | +75.8% | +27.8% |
| 3Y | +69.6% | -19.6% | +89.2% | +51.4% |
| All | +23.8% | -40.6% | +64.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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