+46.5%
IWM vs BIYA
-99.8%
+146.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | +2.7% | -1.3% | +1.4% |
| 30D | -2.3% | -18.7% | +16.4% | -2.3% |
| 3M | +4.0% | -72.0% | +76.0% | +3.8% |
| 6M | +17.9% | -86.4% | +104.3% | +18.1% |
| YTD | +20.2% | -94.2% | +114.4% | +21.1% |
| 1Y | +25.0% | -98.4% | +123.4% | +28.7% |
| All | +46.5% | -99.8% | +146.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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