+18.9%
IWM vs BE
+51.2%
-32.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +2.0% |
| 7D | +1.0% | -12.1% | +13.1% | +1.9% |
| 30D | +0.2% | -30.1% | +30.3% | +2.8% |
| 3M | -5.6% | -12.1% | +6.5% | -5.4% |
| 6M | +2.7% | -30.6% | +33.3% | +3.6% |
| YTD | +16.2% | +130.6% | -114.5% | +2.6% |
| 1Y | +18.9% | +55.3% | -36.3% | +8.5% |
| All | +18.9% | +51.2% | -32.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 1y: compounded portfolio wealth divided by compounded BE 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…
1y analysis · Full analysis span regression · 6 months rolling