+81.9%
META vs IWM
+19.4%
+62.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.1% |
| 7D | -0.8% | -2.0% | +1.2% | +1.1% |
| 30D | -15.4% | -1.5% | -14.0% | -14.3% |
| 3M | +3.5% | -8.0% | +11.5% | +11.6% |
| 6M | -0.3% | -4.1% | +3.8% | +3.0% |
| YTD | -7.3% | +11.9% | -19.3% | -17.8% |
| 1Y | -1.1% | +15.0% | -16.1% | -14.8% |
| 3Y | +95.1% | +64.2% | +30.9% | +8.4% |
| All | +81.9% | +19.4% | +62.5% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling