+808.3%
IWM vs BLK
+8,013.0%
-7,204.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -3.6% | +3.7% | +1.8% |
| 30D | -1.3% | -1.0% | -0.3% | -0.9% |
| 3M | +1.6% | +10.4% | -8.8% | -3.4% |
| 6M | +13.6% | +8.2% | +5.4% | +8.7% |
| YTD | +20.8% | +6.0% | +14.7% | +16.3% |
| 1Y | +26.4% | +3.3% | +23.1% | +23.1% |
| 3Y | +60.7% | +70.3% | -9.6% | +24.1% |
| 5Y | +38.2% | +34.5% | +3.7% | +17.3% |
| 10Y | +169.5% | +281.9% | -112.5% | +42.4% |
| All | +808.3% | +8,013.0% | -7,204.7% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling