+66.0%
IWM vs BMY
+23.8%
+42.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | +1.4% | -3.3% | +4.7% | +2.0% |
| 30D | -2.3% | 0.0% | -2.2% | -2.3% |
| 3M | +4.0% | +17.7% | -13.8% | +0.8% |
| 6M | +17.9% | +9.6% | +8.3% | +15.7% |
| YTD | +20.2% | +24.0% | -3.8% | +15.1% |
| 1Y | +25.0% | +45.1% | -20.1% | +15.9% |
| 3Y | +66.0% | +22.5% | +43.5% | +59.6% |
| All | +66.0% | +23.8% | +42.2% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling