+22.9%
IWM vs BG
+52.8%
-29.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -2.5% | +3.7% | -6.3% | -2.6% |
| 30D | -4.4% | +12.3% | -16.8% | -4.7% |
| 3M | +2.2% | -2.2% | +4.5% | +2.8% |
| 6M | +14.0% | +5.3% | +8.7% | +13.6% |
| YTD | +17.4% | +42.4% | -25.0% | +13.4% |
| 1Y | +22.9% | +55.2% | -32.2% | +18.3% |
| All | +22.9% | +52.8% | -29.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling