+144.3%
IWM vs BA
+24.8%
+119.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | +2.8% | -0.6% | +3.3% | +2.9% |
| 30D | +0.6% | -8.0% | +8.6% | +3.1% |
| 3M | -7.8% | -25.8% | +18.0% | +1.2% |
| 6M | -1.0% | -27.6% | +26.6% | +9.0% |
| YTD | +13.9% | -21.0% | +34.9% | +21.2% |
| 1Y | +15.4% | -12.3% | +27.7% | +18.2% |
| 3Y | +70.2% | -12.8% | +83.0% | +68.9% |
| 5Y | +23.7% | -22.4% | +46.0% | +23.5% |
| All | +144.3% | +24.8% | +119.5% | +99.2% |
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