+161.6%
IWM vs BIL
+25.2%
+136.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | -2.0% | -0.3% | -1.8% | -2.5% |
| 30D | -1.5% | 0.0% | -1.5% | -1.4% |
| 3M | -8.0% | +0.3% | -8.3% | -7.2% |
| 6M | -4.1% | +1.2% | -5.3% | -1.1% |
| YTD | +11.9% | +2.5% | +9.5% | +18.2% |
| 1Y | +15.0% | +3.0% | +12.0% | +22.9% |
| 3Y | +64.2% | +13.2% | +51.0% | +105.4% |
| 5Y | +20.4% | +19.4% | +1.0% | +63.5% |
| All | +161.6% | +25.2% | +136.4% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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