+38.2%
IWM vs BKNG
+91.0%
-52.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -2.5% | -10.7% | +8.1% | +1.1% |
| 30D | -4.4% | -18.1% | +13.7% | +2.0% |
| 3M | +2.2% | +8.5% | -6.3% | -1.9% |
| 6M | +14.0% | -0.1% | +14.1% | +12.1% |
| YTD | +17.4% | -18.2% | +35.6% | +23.8% |
| 1Y | +22.9% | -19.9% | +42.8% | +30.1% |
| 3Y | +62.1% | +41.6% | +20.5% | +33.2% |
| 5Y | +38.2% | +93.1% | -55.0% | -6.6% |
| All | +38.2% | +91.0% | -52.9% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling