+171.7%
IWM vs BEN
+53.7%
+118.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.6% |
| 7D | -1.1% | +3.4% | -4.5% | -2.7% |
| 30D | -3.1% | +1.8% | -4.9% | -4.0% |
| 3M | +2.2% | +8.4% | -6.2% | -2.0% |
| 6M | +15.1% | +35.6% | -20.6% | -1.3% |
| YTD | +18.6% | +46.4% | -27.8% | -2.3% |
| 1Y | +24.0% | +46.3% | -22.3% | +2.0% |
| 3Y | +63.7% | +54.6% | +9.1% | +27.8% |
| 5Y | +38.2% | +39.4% | -1.2% | +10.4% |
| 10Y | +171.7% | +57.6% | +114.1% | +85.6% |
| All | +171.7% | +53.7% | +118.0% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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