+808.3%
IWM vs BB
+79.6%
+728.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -5.6% | +5.7% | +1.0% |
| 30D | -1.3% | -11.8% | +10.5% | +0.5% |
| 3M | +1.6% | -25.5% | +27.1% | +5.2% |
| 6M | +13.6% | +121.3% | -107.7% | -2.3% |
| YTD | +20.8% | +103.2% | -82.4% | +5.3% |
| 1Y | +26.4% | +102.6% | -76.2% | +9.7% |
| 3Y | +60.7% | +37.5% | +23.2% | +41.5% |
| 5Y | +38.2% | -30.4% | +68.6% | +31.4% |
| 10Y | +169.5% | 0.0% | +169.5% | +109.1% |
| All | +808.3% | +79.6% | +728.6% | +377.1% |
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