+25.7%
IWM vs BEN
+47.6%
-21.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.4% | +4.7% | -3.3% | -0.4% |
| 30D | -2.3% | +2.6% | -4.9% | -3.3% |
| 3M | +4.0% | +11.5% | -7.5% | -0.7% |
| 6M | +17.9% | +35.3% | -17.4% | +3.5% |
| YTD | +20.2% | +48.6% | -28.4% | +1.2% |
| All | +25.7% | +47.6% | -21.9% | +4.2% |
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