+171.7%
IWM vs BHP
+503.2%
-331.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | -3.1% | +4.0% | -7.1% | -4.9% |
| 3M | +2.2% | +11.3% | -9.0% | -3.0% |
| 6M | +15.1% | +29.3% | -14.2% | +1.9% |
| YTD | +18.6% | +59.2% | -40.7% | -4.6% |
| 1Y | +24.0% | +80.8% | -56.9% | -5.8% |
| 3Y | +63.7% | +88.0% | -24.3% | +19.8% |
| 5Y | +38.2% | +126.6% | -88.4% | -11.0% |
| 10Y | +171.7% | +515.7% | -344.0% | +12.2% |
| All | +171.7% | +503.2% | -331.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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