+161.3%
IWM vs BA
+31.3%
+130.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +1.2% | -1.7% | +2.9% | +1.8% |
| 30D | +1.3% | -9.5% | +10.7% | +4.3% |
| 3M | -6.1% | -26.5% | +20.4% | +3.4% |
| 6M | -0.1% | -27.4% | +27.3% | +9.9% |
| YTD | +15.5% | -20.6% | +36.2% | +22.7% |
| 1Y | +18.1% | -11.4% | +29.5% | +20.5% |
| 3Y | +74.6% | -10.8% | +85.5% | +71.9% |
| 5Y | +24.6% | -21.9% | +46.5% | +24.3% |
| 10Y | +161.3% | +28.1% | +133.1% | +104.9% |
| All | +161.3% | +31.3% | +130.0% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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