+18.9%
IWM vs WY
+0.3%
+18.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.6% |
| 7D | +1.0% | +13.3% | -12.4% | -1.1% |
| 30D | +0.2% | +17.6% | -17.4% | -2.5% |
| 3M | -5.6% | -15.0% | +9.4% | -2.8% |
| 6M | +2.7% | -5.9% | +8.6% | +3.5% |
| YTD | +16.2% | -5.7% | +21.9% | +16.5% |
| 1Y | +18.9% | -0.2% | +19.2% | +18.4% |
| All | +18.9% | +0.3% | +18.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling