+38.2%
IWM vs BMY
+22.7%
+15.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -1.1% | -4.8% | +3.7% | -0.2% |
| 30D | -3.1% | -0.7% | -2.5% | -3.0% |
| 3M | +2.2% | +15.3% | -13.1% | -1.0% |
| 6M | +15.1% | +8.5% | +6.5% | +12.7% |
| YTD | +18.6% | +23.4% | -4.9% | +12.8% |
| 1Y | +24.0% | +42.9% | -18.9% | +13.9% |
| 3Y | +63.7% | +22.0% | +41.8% | +55.6% |
| 5Y | +38.2% | +24.3% | +13.9% | +42.0% |
| All | +38.2% | +22.7% | +15.5% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling