+85.4%
IWM vs BE
+891.6%
-806.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.2% |
| 7D | +0.3% | -13.4% | +13.6% | +1.8% |
| 30D | +0.6% | -33.9% | +34.5% | +5.0% |
| 3M | -6.2% | -12.0% | +5.7% | -6.0% |
| 6M | -0.8% | -29.0% | +28.2% | -0.1% |
| YTD | +14.8% | +113.4% | -98.6% | -1.8% |
| 1Y | +16.1% | +33.2% | -17.0% | +4.2% |
| 3Y | +71.5% | +1,659.2% | -1,587.7% | -0.2% |
| 5Y | +25.8% | +461.4% | -435.6% | -18.9% |
| All | +85.4% | +891.6% | -806.1% | -6.1% |
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