+741.9%
IWM vs BB
+103.9%
+638.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.3% |
| 7D | -2.0% | +3.8% | -5.8% | -2.6% |
| 30D | -1.5% | -0.3% | -1.1% | -1.8% |
| 3M | -8.0% | -0.5% | -7.5% | -8.7% |
| 6M | -4.1% | +45.9% | -50.0% | -11.8% |
| YTD | +11.9% | +130.6% | -118.7% | -4.9% |
| 1Y | +15.0% | +89.2% | -74.2% | +0.6% |
| 3Y | +64.2% | +137.5% | -73.3% | +32.7% |
| 5Y | +20.4% | -20.9% | +41.3% | +11.9% |
| 10Y | +168.0% | +25.4% | +142.6% | +99.6% |
| All | +741.9% | +103.9% | +638.0% | +330.7% |
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 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