+741.9%
IWM vs BBWI
+239.7%
+502.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.9% |
| 7D | -2.0% | -6.2% | +4.2% | -0.3% |
| 30D | -1.5% | +19.9% | -21.4% | -6.7% |
| 3M | -8.0% | +7.1% | -15.2% | -11.0% |
| 6M | -4.1% | +13.7% | -17.8% | -9.8% |
| YTD | +11.9% | +9.6% | +2.3% | +4.7% |
| 1Y | +15.0% | -1.6% | +16.7% | +9.2% |
| 3Y | +64.2% | -25.9% | +90.1% | +60.5% |
| 5Y | +20.4% | -67.8% | +88.2% | +43.1% |
| 10Y | +168.0% | -43.5% | +211.4% | +119.3% |
| All | +741.9% | +239.7% | +502.2% | +173.6% |
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 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