+753.8%
IWM vs BBY
+553.2%
+200.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | +1.4% | +4.5% | -3.0% | +0.2% |
| 30D | +2.3% | +16.8% | -14.5% | -2.2% |
| 3M | -8.3% | +23.2% | -31.5% | -13.9% |
| 6M | -1.3% | +91.9% | -93.3% | -18.8% |
| YTD | +13.5% | +61.6% | -48.1% | -2.6% |
| 1Y | +18.4% | +43.9% | -25.5% | +4.9% |
| 3Y | +69.6% | +88.6% | -19.0% | +35.6% |
| 5Y | +23.3% | -3.1% | +26.4% | +15.8% |
| 10Y | +147.0% | +290.2% | -143.2% | +53.5% |
| All | +753.8% | +553.2% | +200.7% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling