+390.6%
IWM vs UUUU
-92.0%
+482.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | -1.3% | +16.3% | -17.6% | -2.6% |
| 3M | +1.6% | -16.7% | +18.3% | +2.7% |
| 6M | +13.6% | -33.7% | +47.2% | +16.3% |
| YTD | +20.8% | -0.5% | +21.2% | +18.7% |
| 1Y | +26.4% | +28.9% | -2.4% | +20.3% |
| 3Y | +60.7% | +99.9% | -39.2% | +43.4% |
| 5Y | +38.2% | +135.3% | -97.1% | +18.9% |
| 10Y | +169.5% | +518.4% | -348.9% | +102.8% |
| All | +390.6% | -92.0% | +482.6% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling