+39.1%
IWM vs BAH
-3.4%
+42.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | -1.3% | +2.0% | -3.3% | -1.7% |
| 3M | +1.6% | -7.6% | +9.2% | +2.8% |
| 6M | +13.6% | -5.7% | +19.2% | +13.9% |
| YTD | +20.8% | -11.7% | +32.5% | +22.0% |
| 1Y | +26.4% | -27.4% | +53.8% | +32.8% |
| 3Y | +60.7% | -32.5% | +93.2% | +62.7% |
| All | +39.1% | -3.4% | +42.6% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling