+69.6%
IWM vs BIIB
+13.5%
+56.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +1.4% | +2.0% | -0.6% | +1.0% |
| 30D | +2.3% | +8.8% | -6.6% | +0.4% |
| 3M | -8.3% | +20.3% | -28.6% | -12.1% |
| 6M | -1.3% | +23.9% | -25.2% | -6.5% |
| YTD | +13.5% | +44.0% | -30.5% | +2.6% |
| 1Y | +18.4% | +53.8% | -35.4% | +4.8% |
| 3Y | +69.6% | +13.8% | +55.8% | +65.5% |
| All | +69.6% | +13.5% | +56.1% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling