+143.5%
IWM vs BB
+21.8%
+121.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +1.4% | +1.8% | -0.4% | +1.1% |
| 30D | +2.3% | +8.1% | -5.9% | +0.6% |
| 3M | -8.3% | -1.0% | -7.3% | -9.0% |
| 6M | -1.3% | +45.9% | -47.2% | -9.9% |
| YTD | +13.5% | +134.8% | -121.3% | -5.3% |
| 1Y | +18.4% | +104.6% | -86.2% | +0.9% |
| 3Y | +69.6% | +152.8% | -83.2% | +32.7% |
| 5Y | +23.3% | -17.4% | +40.7% | +11.8% |
| All | +143.5% | +21.8% | +121.8% | +67.2% |
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