+165.3%
IWM vs BMY
+64.0%
+101.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.5% | -6.4% | +3.8% | -0.6% |
| 30D | -4.4% | +0.2% | -4.6% | -4.6% |
| 3M | +2.2% | +16.0% | -13.7% | -2.6% |
| 6M | +14.0% | +8.3% | +5.7% | +10.6% |
| YTD | +17.4% | +22.2% | -4.8% | +9.5% |
| 1Y | +22.9% | +41.7% | -18.7% | +9.0% |
| 3Y | +62.1% | +20.7% | +41.3% | +48.8% |
| 5Y | +38.2% | +23.9% | +14.2% | +24.4% |
| All | +165.3% | +64.0% | +101.3% | +118.8% |
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