+425.3%
IWM vs XRT
+529.0%
-103.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.8% |
| 30D | -1.5% | +7.9% | -9.4% | -7.3% |
| 3M | -8.0% | -0.2% | -7.8% | -8.4% |
| 6M | -4.1% | +5.6% | -9.7% | -8.8% |
| YTD | +11.9% | +5.7% | +6.3% | +6.3% |
| 1Y | +15.0% | +14.6% | +0.4% | +2.6% |
| 3Y | +64.2% | +50.7% | +13.5% | +18.4% |
| 5Y | +20.4% | -4.8% | +25.2% | +19.2% |
| 10Y | +168.0% | +152.6% | +15.3% | +12.4% |
| All | +425.3% | +529.0% | -103.8% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling