+788.4%
SPY vs IWM
+812.0%
-23.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | -1.3% | +1.3% | +0.9% |
| 3M | +2.0% | +1.6% | +0.4% | +0.8% |
| 6M | +13.0% | +13.6% | -0.5% | +3.0% |
| YTD | +13.5% | +20.8% | -7.2% | -1.1% |
| 1Y | +20.0% | +26.4% | -6.4% | +0.8% |
| 3Y | +77.2% | +60.7% | +16.5% | +23.0% |
| 5Y | +81.9% | +38.2% | +43.7% | +39.1% |
| 10Y | +314.1% | +169.5% | +144.6% | +87.4% |
| All | +788.4% | +812.0% | -23.6% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling