+20.0%
IWM vs BA
-23.0%
+43.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -1.5% | -7.9% | +6.5% | +0.8% |
| 3M | -8.0% | -25.3% | +17.3% | +0.5% |
| 6M | -4.1% | -24.6% | +20.5% | +3.9% |
| YTD | +11.9% | -20.1% | +32.1% | +18.4% |
| 1Y | +15.0% | -11.8% | +26.8% | +17.3% |
| 3Y | +64.2% | -10.1% | +74.3% | +60.2% |
| All | +20.0% | -23.0% | +43.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling