+1,527.5%
META vs IWM
+375.9%
+1,151.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | -1.3% | +6.0% | +5.8% |
| 3M | -1.6% | +1.6% | -3.2% | -3.0% |
| 6M | -7.5% | +13.6% | -21.0% | -16.8% |
| YTD | -6.4% | +20.8% | -27.1% | -20.1% |
| 1Y | -17.3% | +26.4% | -43.8% | -32.2% |
| 3Y | +109.9% | +60.7% | +49.2% | +38.3% |
| 5Y | +65.4% | +38.2% | +27.2% | +25.0% |
| 10Y | +391.8% | +169.5% | +222.3% | +111.7% |
| All | +1,527.5% | +375.9% | +1,151.6% | +427.1% |
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