0.0%
MSFT vs IWM
+24.8%
-24.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | -1.0% | -2.3% | +1.3% | -0.4% |
| 3M | +20.2% | +4.0% | +16.2% | +18.9% |
| 6M | +21.3% | +17.9% | +3.3% | +15.3% |
| YTD | +2.8% | +20.2% | -17.4% | -2.6% |
| 1Y | 0.0% | +25.0% | -25.0% | -4.6% |
| All | 0.0% | +24.8% | -24.9% | -4.6% |
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 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