+808.3%
IWM vs BIIB
+982.7%
-174.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -1.3% | +6.9% | -8.1% | -2.7% |
| 3M | +1.6% | +12.4% | -10.8% | -1.4% |
| 6M | +13.6% | +16.3% | -2.7% | +9.0% |
| YTD | +20.8% | +25.5% | -4.7% | +13.5% |
| 1Y | +26.4% | +57.8% | -31.4% | +12.6% |
| 3Y | +60.7% | -17.3% | +78.0% | +63.6% |
| 5Y | +38.2% | -33.8% | +72.0% | +44.5% |
| 10Y | +169.5% | -29.6% | +199.1% | +148.3% |
| All | +808.3% | +982.7% | -174.5% | +259.3% |
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