+440.5%
IWM vs WU
-19.6%
+460.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -1.3% | -1.1% | -0.2% | -0.9% |
| 3M | +1.6% | -3.9% | +5.5% | +1.3% |
| 6M | +13.6% | -20.7% | +34.2% | +22.6% |
| YTD | +20.8% | -18.4% | +39.1% | +28.2% |
| 1Y | +26.4% | -8.1% | +34.5% | +26.0% |
| 3Y | +60.7% | -24.2% | +84.8% | +70.7% |
| 5Y | +38.2% | -50.4% | +88.6% | +73.5% |
| 10Y | +169.5% | -40.0% | +209.5% | +199.5% |
| All | +440.5% | -19.6% | +460.1% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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