+763.2%
IWM vs BB
+113.2%
+649.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +0.3% | +11.6% | -11.3% | -1.5% |
| 30D | +0.6% | +2.6% | -2.0% | -0.2% |
| 3M | -6.2% | +3.5% | -9.7% | -7.5% |
| 6M | -0.8% | +43.5% | -44.3% | -8.5% |
| YTD | +14.8% | +141.2% | -126.4% | -3.2% |
| 1Y | +16.1% | +97.4% | -81.3% | +0.9% |
| 3Y | +71.5% | +151.1% | -79.6% | +37.4% |
| 5Y | +25.8% | -12.8% | +38.5% | +15.1% |
| 10Y | +155.4% | +27.5% | +127.9% | +89.7% |
| All | +763.2% | +113.2% | +649.9% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling