+84.0%
IWM vs BE
+979.8%
-895.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.2% |
| 7D | +2.8% | +20.5% | -17.8% | +0.3% |
| 30D | +0.6% | -23.4% | +24.0% | +3.2% |
| 3M | -7.8% | -14.9% | +7.1% | -7.2% |
| 6M | -1.0% | -28.1% | +27.1% | -0.5% |
| YTD | +13.9% | +132.4% | -118.5% | -3.7% |
| 1Y | +15.4% | +59.4% | -43.9% | +1.3% |
| 3Y | +70.2% | +1,815.8% | -1,745.6% | -2.1% |
| 5Y | +23.7% | +491.3% | -467.6% | -20.8% |
| All | +84.0% | +979.8% | -895.8% | -7.8% |
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