+4.0%
IWM vs BKNG
+8.9%
-4.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.3% | -0.1% |
| 7D | +1.4% | -7.9% | +9.3% | +1.8% |
| 30D | -2.3% | -15.9% | +13.6% | -1.5% |
| 3M | +4.0% | +11.1% | -7.1% | +2.6% |
| All | +4.0% | +8.9% | -4.9% | +2.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling