+361.2%
IWM vs UUUU
-96.4%
+457.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | +2.3% | -21.0% | +23.3% | +4.1% |
| 3M | -8.3% | -54.8% | +46.5% | -2.5% |
| 6M | -1.3% | -67.3% | +66.0% | +7.2% |
| YTD | +13.5% | -54.7% | +68.2% | +18.7% |
| 1Y | +18.4% | -57.4% | +75.8% | +24.1% |
| 3Y | +69.6% | -19.6% | +89.2% | +62.9% |
| 5Y | +23.3% | -40.0% | +63.3% | +18.0% |
| 10Y | +147.0% | +364.1% | -217.1% | +93.1% |
| All | +361.2% | -96.4% | +457.6% | +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