+753.8%
IWM vs BIIB
+1,142.4%
-388.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 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% | +3.4% |
| 1Y | +18.4% | +53.8% | -35.4% | +6.2% |
| 3Y | +69.6% | +13.8% | +55.8% | +60.7% |
| 5Y | +23.3% | -6.3% | +29.6% | +19.5% |
| 10Y | +147.0% | -20.6% | +167.6% | +121.8% |
| All | +753.8% | +1,142.4% | -388.6% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling