+74.6%
IWM vs BBWI
-25.2%
+99.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.9% |
| 7D | +1.2% | -6.2% | +7.4% | +2.4% |
| 30D | +1.3% | +25.5% | -24.2% | -3.0% |
| 3M | -6.1% | +8.0% | -14.0% | -8.0% |
| 6M | -0.1% | +12.7% | -12.8% | -3.6% |
| YTD | +15.5% | +11.6% | +3.9% | +10.5% |
| 1Y | +18.1% | -0.9% | +19.0% | +15.0% |
| 3Y | +74.6% | -22.7% | +97.3% | +73.6% |
| All | +74.6% | -25.2% | +99.9% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling