+69.6%
IWM vs BA
-15.7%
+85.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +2.3% | -7.1% | +9.4% | +4.0% |
| 3M | -8.3% | -25.5% | +17.2% | -1.2% |
| 6M | -1.3% | -28.7% | +27.4% | +7.2% |
| YTD | +13.5% | -21.0% | +34.5% | +19.3% |
| 1Y | +18.4% | -11.9% | +30.3% | +20.4% |
| 3Y | +69.6% | -16.2% | +85.8% | +62.5% |
| All | +69.6% | -15.7% | +85.3% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling