+23.8%
IWM vs BBY
-3.9%
+27.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | +1.4% | +4.5% | -3.0% | 0.0% |
| 30D | +2.3% | +16.8% | -14.5% | -2.8% |
| 3M | -8.3% | +23.2% | -31.5% | -14.6% |
| 6M | -1.3% | +91.9% | -93.3% | -21.4% |
| YTD | +13.5% | +61.6% | -48.1% | -4.9% |
| 1Y | +18.4% | +43.9% | -25.5% | +3.2% |
| 3Y | +69.6% | +88.6% | -19.0% | +27.2% |
| All | +23.8% | -3.9% | +27.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling