+808.3%
IWM vs BHP
+3,923.7%
-3,115.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -2.9% | +3.0% | +1.2% |
| 30D | -1.3% | +3.4% | -4.6% | -2.7% |
| 3M | +1.6% | +4.1% | -2.5% | -0.6% |
| 6M | +13.6% | +20.6% | -7.0% | +4.5% |
| YTD | +20.8% | +56.1% | -35.3% | +0.1% |
| 1Y | +26.4% | +69.6% | -43.2% | +1.2% |
| 3Y | +60.7% | +78.8% | -18.1% | +24.1% |
| 5Y | +38.2% | +113.1% | -74.9% | -3.5% |
| 10Y | +169.5% | +505.9% | -336.4% | +21.1% |
| All | +808.3% | +3,923.7% | -3,115.4% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling