+20.7%
IWM vs BAX
-63.8%
+84.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -2.0% | +12.1% | -14.2% | -4.6% |
| 30D | -1.5% | +7.6% | -9.0% | -3.3% |
| 3M | -8.0% | -4.5% | -3.5% | -7.3% |
| 6M | -4.1% | +52.0% | -56.1% | -14.0% |
| YTD | +11.9% | +35.1% | -23.2% | +2.1% |
| 1Y | +15.0% | +43.7% | -28.7% | +3.1% |
| 3Y | +64.2% | -20.9% | +85.1% | +67.1% |
| All | +20.7% | -63.8% | +84.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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