+690.9%
IWM vs BG
+954.5%
-263.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | +2.3% | -6.7% | +8.9% | +4.2% |
| 3M | -8.3% | -9.3% | +0.9% | -6.2% |
| 6M | -1.3% | -18.3% | +17.0% | +3.6% |
| YTD | +13.5% | +16.2% | -2.7% | +6.5% |
| 1Y | +18.4% | +7.6% | +10.8% | +13.7% |
| 3Y | +69.6% | +6.6% | +63.1% | +59.8% |
| 5Y | +23.3% | +22.2% | +1.1% | +8.9% |
| 10Y | +147.0% | +112.0% | +35.0% | +74.9% |
| All | +690.9% | +954.5% | -263.6% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling