+61.7%
IWM vs BKNG
+41.2%
+20.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.5% | -10.7% | +8.1% | +0.3% |
| 30D | -4.4% | -18.1% | +13.7% | +0.6% |
| 3M | +2.2% | +8.5% | -6.3% | -1.3% |
| 6M | +14.0% | -0.1% | +14.1% | +12.3% |
| YTD | +17.4% | -18.2% | +35.6% | +23.5% |
| 1Y | +22.9% | -19.9% | +42.8% | +29.9% |
| All | +61.7% | +41.2% | +20.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling