+18.4%
IWM vs BB
+99.6%
-81.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | +2.3% | +8.1% | -5.9% | +1.3% |
| 3M | -8.3% | -1.0% | -7.3% | -8.6% |
| 6M | -1.3% | +45.9% | -47.2% | -6.4% |
| YTD | +13.5% | +134.8% | -121.3% | -1.2% |
| 1Y | +18.4% | +104.6% | -86.2% | +3.8% |
| All | +18.4% | +99.6% | -81.2% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling