+20.0%
IWM vs B
+134.6%
-114.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -2.0% | +9.6% | -11.6% | -3.7% |
| 30D | -1.5% | +3.5% | -5.0% | -2.2% |
| 3M | -8.0% | -1.6% | -6.4% | -8.1% |
| 6M | -4.1% | -1.7% | -2.4% | -4.6% |
| YTD | +11.9% | -5.3% | +17.3% | +11.3% |
| 1Y | +15.0% | +27.2% | -12.2% | +8.5% |
| 3Y | +64.2% | +166.1% | -101.9% | +32.6% |
| All | +20.0% | +134.6% | -114.6% | -3.2% |
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 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