+14.8%
SPY vs IWM
+18.7%
-3.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.8% |
| 7D | -0.7% | +1.0% | -1.7% | -1.3% |
| 30D | -1.0% | +0.2% | -1.3% | -1.2% |
| 3M | -0.3% | -5.6% | +5.3% | +3.0% |
| 6M | +7.3% | +2.7% | +4.6% | +5.6% |
| YTD | +13.3% | +16.2% | -2.8% | +3.7% |
| 1Y | +14.8% | +18.9% | -4.2% | +3.7% |
| All | +14.8% | +18.7% | -3.9% | +3.7% |
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