+171.7%
IWM vs BB
+2.1%
+169.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | -1.1% | +1.8% | -3.0% | -1.5% |
| 30D | -3.1% | -12.2% | +9.1% | -1.1% |
| 3M | +2.2% | -12.3% | +14.5% | +3.2% |
| 6M | +15.1% | +122.7% | -107.6% | -2.5% |
| YTD | +18.6% | +104.5% | -85.9% | +1.9% |
| 1Y | +24.0% | +106.7% | -82.7% | +5.7% |
| 3Y | +63.7% | +70.0% | -6.2% | +37.2% |
| 5Y | +38.2% | -27.8% | +66.0% | +28.6% |
| 10Y | +171.7% | +2.4% | +169.3% | +88.7% |
| All | +171.7% | +2.1% | +169.6% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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