+143.5%
IWM vs BMY
+59.8%
+83.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | +1.4% | +2.1% | -0.7% | +0.8% |
| 30D | +2.3% | +7.0% | -4.7% | +0.1% |
| 3M | -8.3% | -0.9% | -7.4% | -8.3% |
| 6M | -1.3% | +14.9% | -16.3% | -6.2% |
| YTD | +13.5% | +22.8% | -9.3% | +5.3% |
| 1Y | +18.4% | +36.2% | -17.8% | +6.0% |
| 3Y | +69.6% | +45.7% | +23.9% | +44.5% |
| 5Y | +23.3% | +31.3% | -8.0% | +7.9% |
| All | +143.5% | +59.8% | +83.8% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling