+26.4%
IWM vs BMY
+47.1%
-20.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -1.3% | +5.0% | -6.3% | -1.8% |
| 3M | +1.6% | +19.4% | -17.8% | -0.5% |
| 6M | +13.6% | +9.5% | +4.0% | +12.4% |
| YTD | +20.8% | +28.1% | -7.3% | +17.3% |
| 1Y | +26.4% | +50.0% | -23.6% | +21.3% |
| All | +26.4% | +47.1% | -20.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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