+791.8%
IWM vs BKR
+298.9%
+492.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | -3.1% | -0.7% | -2.4% | -2.9% |
| 3M | +2.2% | +0.5% | +1.7% | +1.6% |
| 6M | +15.1% | +6.6% | +8.4% | +11.7% |
| YTD | +18.6% | +41.3% | -22.7% | +4.7% |
| 1Y | +24.0% | +42.2% | -18.2% | +8.9% |
| 3Y | +63.7% | +83.4% | -19.7% | +30.2% |
| 5Y | +38.2% | +203.6% | -165.4% | -10.1% |
| 10Y | +171.7% | +139.9% | +31.8% | +71.1% |
| All | +791.8% | +298.9% | +492.9% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 all: compounded portfolio wealth divided by compounded BKR 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…
all analysis · Full analysis span regression · 6 months rolling