+16.9%
IWM vs Z
-58.2%
+75.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.7% |
| 7D | +1.2% | -5.2% | +6.4% | +1.9% |
| 30D | +1.3% | +5.7% | -4.4% | +0.5% |
| 3M | -6.1% | -8.7% | +2.7% | -5.4% |
| 6M | -0.1% | -26.0% | +25.9% | +4.0% |
| YTD | +15.5% | -55.0% | +70.6% | +30.4% |
| All | +16.9% | -58.2% | +75.2% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling