+165.3%
IWM vs BIIB
-26.8%
+192.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -2.5% | -4.0% | +1.5% | -1.8% |
| 30D | -4.4% | +5.7% | -10.1% | -5.4% |
| 3M | +2.2% | +10.9% | -8.7% | 0.0% |
| 6M | +14.0% | +14.3% | -0.3% | +10.6% |
| YTD | +17.4% | +22.4% | -5.0% | +12.2% |
| 1Y | +22.9% | +51.1% | -28.1% | +12.9% |
| 3Y | +62.1% | -16.8% | +78.9% | +63.5% |
| 5Y | +38.2% | -28.1% | +66.3% | +40.2% |
| All | +165.3% | -26.8% | +192.0% | +151.0% |
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