+15.4%
IWM vs BEN
+64.2%
-48.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +2.8% | +11.3% | -8.6% | -1.8% |
| 30D | +0.6% | +15.0% | -14.4% | -5.0% |
| 3M | -7.8% | +7.8% | -15.6% | -10.8% |
| 6M | -1.0% | +15.5% | -16.5% | -7.2% |
| YTD | +13.9% | +55.4% | -41.5% | -9.0% |
| 1Y | +15.4% | +63.3% | -47.8% | -11.2% |
| All | +15.4% | +64.2% | -48.8% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling