+1,497.9%
META vs IWM
+336.8%
+1,161.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -0.3% |
| 7D | -3.1% | -4.6% | +1.5% | +0.6% |
| 30D | -18.1% | -3.7% | -14.4% | -15.6% |
| 3M | +2.9% | -9.4% | +12.2% | +11.1% |
| 6M | +0.2% | -3.6% | +3.8% | +2.7% |
| YTD | -8.1% | +10.8% | -18.9% | -16.0% |
| 1Y | -4.5% | +11.9% | -16.4% | -13.6% |
| 3Y | +94.2% | +60.6% | +33.6% | +27.6% |
| 5Y | +79.1% | +19.2% | +59.9% | +51.6% |
| 10Y | +405.9% | +165.3% | +240.6% | +120.0% |
| All | +1,497.9% | +336.8% | +1,161.1% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling