+9.0%
MSFT vs IWM
+18.7%
-9.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.2% |
| 7D | +4.7% | +1.0% | +3.7% | +4.3% |
| 30D | +5.8% | +0.2% | +5.6% | +5.7% |
| 3M | +13.0% | -5.6% | +18.6% | +14.8% |
| 6M | +34.9% | +2.7% | +32.2% | +33.6% |
| YTD | +15.7% | +16.2% | -0.5% | +9.9% |
| 1Y | +9.0% | +18.9% | -10.0% | +2.8% |
| All | +9.0% | +18.7% | -9.7% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling