+166.9%
IWM vs BAC
+394.6%
-227.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.4% | +1.2% | +0.3% | +0.8% |
| 30D | -2.3% | -0.7% | -1.6% | -2.0% |
| 3M | +4.0% | +16.9% | -13.0% | -4.7% |
| 6M | +17.9% | +29.6% | -11.7% | +2.1% |
| YTD | +20.2% | +15.3% | +4.9% | +10.5% |
| 1Y | +25.0% | +28.8% | -3.9% | +8.0% |
| 3Y | +66.0% | +136.4% | -70.4% | +1.9% |
| 5Y | +40.0% | +72.9% | -32.9% | -0.5% |
| 10Y | +166.9% | +391.8% | -224.9% | +7.1% |
| All | +166.9% | +394.6% | -227.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling