+770.9%
IWM vs BAX
+131.4%
+639.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +1.9% | +6.3% | -4.4% | -0.4% |
| 3M | -5.7% | -4.6% | -1.1% | -4.7% |
| 6M | -0.3% | +50.4% | -50.7% | -13.9% |
| YTD | +15.8% | +38.0% | -22.2% | +1.3% |
| 1Y | +17.1% | +44.6% | -27.5% | +0.7% |
| 3Y | +73.1% | -15.1% | +88.2% | +71.4% |
| 5Y | +25.9% | -63.3% | +89.2% | +63.7% |
| 10Y | +151.9% | -34.4% | +186.3% | +162.5% |
| All | +770.9% | +131.4% | +639.5% | +628.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling