+39.1%
IWM vs XRT
-1.0%
+40.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.4% |
| 7D | +0.1% | +0.8% | -0.7% | -0.5% |
| 30D | -1.3% | -4.2% | +2.9% | +1.6% |
| 3M | +1.6% | +5.1% | -3.5% | -2.2% |
| 6M | +13.6% | +2.4% | +11.1% | +11.1% |
| YTD | +20.8% | +3.2% | +17.6% | +17.4% |
| 1Y | +26.4% | +1.5% | +24.9% | +24.2% |
| 3Y | +60.7% | +40.6% | +20.1% | +25.9% |
| All | +39.1% | -1.0% | +40.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling