+155.4%
IWM vs B
+184.6%
-29.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +2.8% |
| 7D | +0.3% | +7.1% | -6.8% | -0.6% |
| 30D | +0.6% | -3.3% | +3.9% | +0.9% |
| 3M | -6.2% | -2.5% | -3.7% | -6.1% |
| 6M | -0.8% | -7.2% | +6.5% | -0.4% |
| YTD | +14.8% | -7.4% | +22.1% | +14.8% |
| 1Y | +16.1% | +16.4% | -0.3% | +13.0% |
| 3Y | +71.5% | +178.7% | -107.2% | +49.5% |
| 5Y | +25.8% | +121.7% | -95.9% | +10.6% |
| 10Y | +155.4% | +208.6% | -53.2% | +123.2% |
| All | +155.4% | +184.6% | -29.2% | +123.2% |
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