+39.1%
IWM vs B
+153.8%
-114.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | -1.3% | +9.4% | -10.7% | -3.0% |
| 3M | +1.6% | +5.0% | -3.4% | +0.3% |
| 6M | +13.6% | -3.5% | +17.1% | +13.2% |
| YTD | +20.8% | +4.5% | +16.3% | +18.3% |
| 1Y | +26.4% | +67.8% | -41.4% | +13.6% |
| 3Y | +60.7% | +196.7% | -136.0% | +28.2% |
| All | +39.1% | +153.8% | -114.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling