+153.1%
IWM vs BAH
+213.8%
-60.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.1% |
| 7D | -2.0% | -3.5% | +1.5% | -1.2% |
| 30D | -1.5% | +24.3% | -25.7% | -7.1% |
| 3M | -8.0% | +16.3% | -24.3% | -12.0% |
| 6M | -4.1% | +13.6% | -17.7% | -8.4% |
| YTD | +11.9% | +3.5% | +8.4% | +8.3% |
| 1Y | +15.0% | +2.7% | +12.3% | +11.3% |
| 3Y | +64.2% | -26.6% | +90.8% | +67.9% |
| 5Y | +20.4% | +8.5% | +11.9% | +3.8% |
| All | +153.1% | +213.8% | -60.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling