+407.6%
IWM vs BAH
+886.2%
-478.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | +0.1% | -3.2% | +3.3% | +1.0% |
| 30D | -1.3% | +2.0% | -3.3% | -1.9% |
| 3M | +1.6% | -7.6% | +9.2% | +3.2% |
| 6M | +13.6% | -5.7% | +19.2% | +13.8% |
| YTD | +20.8% | -11.7% | +32.5% | +22.3% |
| 1Y | +26.4% | -27.4% | +53.8% | +35.1% |
| 3Y | +60.7% | -32.5% | +93.2% | +68.5% |
| 5Y | +38.2% | -3.3% | +41.5% | +25.8% |
| 10Y | +169.5% | +186.0% | -16.5% | +69.1% |
| All | +407.6% | +886.2% | -478.6% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling