+69.6%
IWM vs BE
+1,732.0%
-1,662.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.1% |
| 7D | +1.4% | +10.8% | -9.4% | +0.4% |
| 30D | +2.3% | -19.8% | +22.1% | +3.8% |
| 3M | -8.3% | -18.7% | +10.4% | -7.5% |
| 6M | -1.3% | -33.7% | +32.4% | -0.1% |
| YTD | +13.5% | +121.0% | -107.4% | +0.7% |
| 1Y | +18.4% | +85.4% | -67.0% | +6.1% |
| 3Y | +69.6% | +1,709.5% | -1,639.9% | +10.5% |
| All | +69.6% | +1,732.0% | -1,662.4% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling