+73.5%
MSFT vs IWM
+38.3%
+35.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | -1.3% | +4.0% | +3.4% |
| 3M | +17.0% | +1.6% | +15.3% | +15.7% |
| 6M | +23.8% | +13.6% | +10.3% | +14.1% |
| YTD | +4.0% | +20.8% | -16.8% | -7.9% |
| 1Y | -0.8% | +26.4% | -27.2% | -15.0% |
| 3Y | +55.6% | +60.7% | -5.1% | +10.1% |
| All | +73.5% | +38.3% | +35.1% | +32.1% |
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 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