+808.3%
IWM vs BA
+750.8%
+57.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | -1.3% | -11.6% | +10.4% | +3.7% |
| 3M | +1.6% | -2.4% | +4.0% | +2.0% |
| 6M | +13.6% | -6.6% | +20.2% | +15.4% |
| YTD | +20.8% | -2.2% | +23.0% | +20.2% |
| 1Y | +26.4% | -8.0% | +34.4% | +28.1% |
| 3Y | +60.7% | -5.0% | +65.7% | +54.6% |
| 5Y | +38.2% | -2.7% | +40.9% | +26.3% |
| 10Y | +169.5% | +75.9% | +93.6% | +56.6% |
| All | +808.3% | +750.8% | +57.4% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling