+17.1%
IWM vs BA
-10.4%
+27.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +1.9% | -7.9% | +9.8% | +3.3% |
| 3M | -5.7% | -25.2% | +19.5% | +0.2% |
| 6M | -0.3% | -26.7% | +26.4% | +6.1% |
| YTD | +15.8% | -19.6% | +35.4% | +19.5% |
| 1Y | +17.1% | -10.6% | +27.7% | +19.9% |
| All | +17.1% | -10.4% | +27.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling