+192.8%
IWM vs XYZ
+638.9%
-446.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -1.3% | -1.7% | +0.5% | -1.0% |
| 3M | +1.6% | +16.7% | -15.1% | -2.3% |
| 6M | +13.6% | +26.9% | -13.3% | +6.7% |
| YTD | +20.8% | +27.1% | -6.4% | +12.4% |
| 1Y | +26.4% | +9.3% | +17.2% | +21.3% |
| 3Y | +60.7% | +42.3% | +18.4% | +38.6% |
| 5Y | +38.2% | -69.3% | +107.5% | +53.4% |
| 10Y | +169.5% | +586.8% | -417.3% | +65.5% |
| All | +192.8% | +638.9% | -446.1% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling