+80.9%
IWM vs BE
+826.4%
-745.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.6% |
| 7D | -2.0% | -14.7% | +12.7% | -0.4% |
| 30D | -1.5% | -40.5% | +39.1% | +4.2% |
| 3M | -8.0% | -24.3% | +16.3% | -6.1% |
| 6M | -4.1% | -39.3% | +35.2% | -1.6% |
| YTD | +11.9% | +99.4% | -87.4% | -3.4% |
| 1Y | +15.0% | +26.6% | -11.6% | +3.9% |
| 3Y | +64.2% | +1,616.9% | -1,552.7% | -4.3% |
| 5Y | +20.4% | +441.4% | -421.0% | -22.0% |
| All | +80.9% | +826.4% | -745.5% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling