+763.2%
IWM vs BEN
+681.1%
+82.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.6% | -5.1% | -1.4% |
| 7D | +0.3% | +12.1% | -11.9% | -5.6% |
| 30D | +0.6% | +13.4% | -12.8% | -5.9% |
| 3M | -6.2% | +9.4% | -15.6% | -10.8% |
| 6M | -0.8% | +19.3% | -20.0% | -10.0% |
| YTD | +14.8% | +57.3% | -42.5% | -10.4% |
| 1Y | +16.1% | +69.1% | -53.0% | -12.7% |
| 3Y | +71.5% | +85.6% | -14.1% | +19.2% |
| 5Y | +25.8% | +32.9% | -7.2% | +1.8% |
| 10Y | +155.4% | +58.3% | +97.1% | +72.0% |
| All | +763.2% | +681.1% | +82.0% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling