+161.3%
IWM vs B
+183.2%
-22.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +2.7% |
| 7D | +1.2% | +11.3% | -10.1% | -0.2% |
| 30D | +1.3% | +2.9% | -1.7% | +0.8% |
| 3M | -6.1% | -2.9% | -3.2% | -6.0% |
| 6M | -0.1% | -1.2% | +1.1% | -0.5% |
| YTD | +15.5% | -1.3% | +16.9% | +14.7% |
| 1Y | +18.1% | +30.4% | -12.3% | +13.4% |
| 3Y | +74.6% | +195.3% | -120.6% | +51.5% |
| 5Y | +24.6% | +146.2% | -121.6% | +8.7% |
| 10Y | +161.3% | +200.5% | -39.2% | +125.4% |
| All | +161.3% | +183.2% | -22.0% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling