+165.3%
IWM vs BG
+171.4%
-6.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.5% | +3.7% | -6.3% | -3.7% |
| 30D | -4.4% | +12.3% | -16.8% | -8.1% |
| 3M | +2.2% | -2.2% | +4.5% | +2.3% |
| 6M | +14.0% | +5.3% | +8.7% | +10.8% |
| YTD | +17.4% | +42.4% | -25.0% | +2.8% |
| 1Y | +22.9% | +55.2% | -32.2% | +3.9% |
| 3Y | +62.1% | +21.0% | +41.1% | +46.6% |
| 5Y | +38.2% | +87.1% | -49.0% | +2.6% |
| All | +165.3% | +171.4% | -6.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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