+75.0%
SPY vs IWM
+62.2%
+12.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -1.5% |
| 30D | -5.4% | -1.5% | -3.9% | -4.6% |
| 3M | -4.1% | -8.0% | +3.9% | +0.7% |
| 6M | +0.7% | -4.1% | +4.8% | +3.1% |
| YTD | +8.7% | +11.9% | -3.3% | +1.4% |
| 1Y | +10.9% | +15.0% | -4.1% | +1.8% |
| 3Y | +75.0% | +64.2% | +10.8% | +35.3% |
| All | +75.0% | +62.2% | +12.8% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling