+66.4%
IWM vs BE
+1,610.9%
-1,544.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | -0.4% |
| 7D | +0.1% | +20.0% | -19.9% | -1.6% |
| 30D | -1.3% | +7.9% | -9.2% | -2.1% |
| 3M | +1.6% | -13.2% | +14.8% | +1.4% |
| 6M | +13.6% | +53.5% | -39.9% | +5.8% |
| YTD | +20.8% | +191.0% | -170.3% | +5.1% |
| 1Y | +26.4% | +360.5% | -334.1% | +2.9% |
| All | +66.4% | +1,610.9% | -1,544.5% | +12.8% |
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 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