+106.4%
IWM vs BBIO
+148.5%
-42.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -3.1% | -10.1% | +7.0% | -1.9% |
| 3M | +2.2% | +12.4% | -10.2% | +0.5% |
| 6M | +15.1% | +15.9% | -0.8% | +12.4% |
| YTD | +18.6% | -0.5% | +19.1% | +17.7% |
| 1Y | +24.0% | +42.2% | -18.2% | +17.5% |
| 3Y | +63.7% | +167.8% | -104.1% | +40.3% |
| 5Y | +38.2% | +49.6% | -11.4% | +6.5% |
| All | +106.4% | +148.5% | -42.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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