+23.8%
IWM vs XYZ
-63.1%
+86.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.0% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | +2.3% | +11.5% | -9.2% | -0.7% |
| 3M | -8.3% | +1.8% | -10.1% | -9.1% |
| 6M | -1.3% | +21.2% | -22.5% | -6.7% |
| YTD | +13.5% | +29.9% | -16.4% | +4.3% |
| 1Y | +18.4% | +35.8% | -17.4% | +7.4% |
| 3Y | +69.6% | +62.6% | +7.0% | +39.9% |
| All | +23.8% | -63.1% | +86.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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