+161.3%
IWM vs Z
-11.7%
+172.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.4% |
| 7D | +1.2% | -5.2% | +6.4% | +2.2% |
| 30D | +1.3% | +5.7% | -4.4% | -0.4% |
| 3M | -6.1% | -8.7% | +2.7% | -5.1% |
| 6M | -0.1% | -26.0% | +25.9% | +5.0% |
| YTD | +15.5% | -55.0% | +70.6% | +34.2% |
| 1Y | +18.1% | -58.0% | +76.1% | +39.1% |
| 3Y | +74.6% | -15.2% | +89.8% | +70.4% |
| 5Y | +24.6% | -53.8% | +78.4% | +31.6% |
| 10Y | +161.3% | -14.5% | +175.8% | +112.0% |
| All | +161.3% | -11.7% | +172.9% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling