+151.9%
IWM vs BIIB
-20.9%
+172.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +1.9% | +10.5% | -8.6% | +0.1% |
| 3M | -5.7% | +24.3% | -30.0% | -9.3% |
| 6M | -0.3% | +28.0% | -28.3% | -5.0% |
| YTD | +15.8% | +44.0% | -28.2% | +7.6% |
| 1Y | +17.1% | +58.8% | -41.7% | +6.8% |
| 3Y | +73.1% | +12.7% | +60.3% | +65.7% |
| 5Y | +25.9% | -4.9% | +30.8% | +22.1% |
| 10Y | +151.9% | -20.6% | +172.5% | +129.8% |
| All | +151.9% | -20.9% | +172.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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