+21.2%
IWM vs BLK
-0.2%
+21.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -2.4% | -3.3% | +0.9% | -1.1% |
| 30D | -4.6% | -6.5% | +2.0% | -2.0% |
| 3M | -0.3% | +6.7% | -7.0% | -3.4% |
| 6M | +14.7% | +14.7% | 0.0% | +7.2% |
| YTD | +17.8% | +2.5% | +15.3% | +14.6% |
| 1Y | +21.2% | -2.8% | +24.0% | +21.5% |
| All | +21.2% | -0.2% | +21.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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