+436.0%
META vs IWM
+155.9%
+280.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | +3.3% | +0.3% | +3.0% | +3.1% |
| 30D | -10.8% | +0.6% | -11.3% | -11.2% |
| 3M | +7.9% | -6.2% | +14.1% | +13.5% |
| 6M | +5.4% | -0.8% | +6.2% | +5.7% |
| YTD | -2.6% | +14.8% | -17.3% | -13.4% |
| 1Y | +1.9% | +16.1% | -14.3% | -10.5% |
| 3Y | +97.0% | +71.5% | +25.4% | +22.4% |
| 5Y | +97.6% | +25.8% | +71.9% | +59.0% |
| 10Y | +436.0% | +155.4% | +280.6% | +171.9% |
| All | +436.0% | +155.9% | +280.1% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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