+18.9%
IWM vs BKNG
-13.7%
+32.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.8% | -8.3% | +0.4% |
| 7D | +1.0% | +15.6% | -14.6% | -0.7% |
| 30D | +0.2% | +8.0% | -7.8% | -0.7% |
| 3M | -5.6% | -11.8% | +6.2% | -4.5% |
| 6M | +2.7% | +3.8% | -1.0% | +1.4% |
| YTD | +16.2% | -19.6% | +35.8% | +19.3% |
| 1Y | +18.9% | -13.6% | +32.5% | +19.7% |
| All | +18.9% | -13.7% | +32.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 1y: compounded portfolio wealth divided by compounded BKNG 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…
1y analysis · Full analysis span regression · 6 months rolling