+741.9%
IWM vs BMY
+216.1%
+525.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -1.5% | +4.1% | -5.5% | -3.0% |
| 3M | -8.0% | -2.1% | -5.9% | -7.7% |
| 6M | -4.1% | +12.2% | -16.3% | -8.8% |
| YTD | +11.9% | +20.3% | -8.4% | +3.4% |
| 1Y | +15.0% | +39.2% | -24.2% | +0.6% |
| 3Y | +64.2% | +35.6% | +28.6% | +40.9% |
| 5Y | +20.4% | +28.6% | -8.2% | +4.2% |
| 10Y | +168.0% | +73.9% | +94.1% | +100.7% |
| All | +741.9% | +216.1% | +525.8% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling