+808.3%
IWM vs BBWI
+210.3%
+598.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | -1.3% | -5.2% | +3.9% | -0.3% |
| 3M | +1.6% | +11.1% | -9.5% | -2.6% |
| 6M | +13.6% | -13.4% | +26.9% | +15.3% |
| YTD | +20.8% | +0.1% | +20.7% | +16.8% |
| 1Y | +26.4% | -36.1% | +62.5% | +36.6% |
| 3Y | +60.7% | -44.1% | +104.8% | +71.6% |
| 5Y | +38.2% | -66.2% | +104.4% | +62.7% |
| 10Y | +169.5% | -54.8% | +224.2% | +139.2% |
| All | +808.3% | +210.3% | +598.0% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling