+808.3%
IWM vs WY
+205.8%
+602.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.9% |
| 30D | -1.3% | -10.1% | +8.8% | +3.8% |
| 3M | +1.6% | -5.1% | +6.7% | +3.5% |
| 6M | +13.6% | -4.8% | +18.3% | +15.1% |
| YTD | +20.8% | -0.2% | +21.0% | +19.1% |
| 1Y | +26.4% | -6.6% | +33.0% | +28.3% |
| 3Y | +60.7% | -22.7% | +83.4% | +76.6% |
| 5Y | +38.2% | -22.2% | +60.4% | +50.2% |
| 10Y | +169.5% | +7.3% | +162.2% | +130.9% |
| All | +808.3% | +205.8% | +602.5% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling