+176.2%
IWM vs XYZ
+634.5%
-458.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.7% |
| 7D | +2.8% | -2.1% | +4.9% | +3.2% |
| 30D | +0.6% | +7.0% | -6.4% | -1.2% |
| 3M | -7.8% | +5.1% | -12.9% | -9.3% |
| 6M | -1.0% | +14.1% | -15.0% | -4.8% |
| YTD | +13.9% | +26.4% | -12.5% | +5.8% |
| 1Y | +15.4% | +25.1% | -9.6% | +7.3% |
| 3Y | +70.2% | +59.7% | +10.5% | +43.1% |
| 5Y | +23.7% | -63.8% | +87.5% | +32.3% |
| 10Y | +147.8% | +592.4% | -444.7% | +51.7% |
| All | +176.2% | +634.5% | -458.3% | +61.2% |
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