+89.7%
IWM vs BE
+1,282.3%
-1,192.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | -2.5% | +9.7% | -12.3% | -3.7% |
| 30D | -4.4% | +22.4% | -26.8% | -7.0% |
| 3M | +2.2% | +10.4% | -8.1% | -1.0% |
| 6M | +14.0% | +67.9% | -53.8% | +3.0% |
| YTD | +17.4% | +197.5% | -180.1% | -2.6% |
| 1Y | +22.9% | +310.6% | -287.6% | -4.6% |
| 3Y | +62.1% | +1,657.2% | -1,595.2% | -4.7% |
| 5Y | +38.2% | +1,218.2% | -1,180.0% | -19.3% |
| All | +89.7% | +1,282.3% | -1,192.6% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling