+143.5%
IWM vs BHP
+333.8%
-190.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +2.3% | -4.5% | +6.8% | +4.1% |
| 3M | -8.3% | -6.9% | -1.4% | -5.9% |
| 6M | -1.3% | -10.6% | +9.2% | +2.3% |
| YTD | +13.5% | +37.2% | -23.7% | -3.1% |
| 1Y | +18.4% | +48.0% | -29.6% | -2.3% |
| 3Y | +69.6% | +52.6% | +17.1% | +35.3% |
| 5Y | +23.3% | +116.5% | -93.2% | -19.7% |
| All | +143.5% | +333.8% | -190.2% | +14.8% |
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