+166.4%
IWM vs BBY
+252.7%
-86.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -4.6% | +9.4% | -14.0% | -7.6% |
| 3M | -0.3% | +19.3% | -19.6% | -6.6% |
| 6M | +14.7% | +47.9% | -33.2% | -1.2% |
| YTD | +17.8% | +39.6% | -21.7% | +3.0% |
| 1Y | +21.2% | +22.2% | -1.0% | +10.7% |
| 3Y | +62.3% | +45.0% | +17.4% | +34.1% |
| 5Y | +38.7% | +2.6% | +36.2% | +25.1% |
| All | +166.4% | +252.7% | -86.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling