+404.3%
META vs IWM
+162.8%
+241.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | 0.0% |
| 7D | -0.8% | -2.0% | +1.2% | +0.8% |
| 30D | -15.4% | -1.5% | -14.0% | -14.5% |
| 3M | +3.5% | -8.0% | +11.5% | +10.5% |
| 6M | -0.3% | -4.1% | +3.8% | +2.7% |
| YTD | -7.3% | +11.9% | -19.3% | -16.0% |
| 1Y | -1.1% | +15.0% | -16.1% | -12.4% |
| 3Y | +95.1% | +64.2% | +30.9% | +25.8% |
| 5Y | +80.6% | +20.4% | +60.2% | +50.1% |
| All | +404.3% | +162.8% | +241.5% | +174.2% |
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