+763.2%
IWM vs BMY
+219.5%
+543.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.1% |
| 7D | +0.3% | +1.8% | -1.5% | -0.3% |
| 30D | +0.6% | +6.2% | -5.6% | -1.7% |
| 3M | -6.2% | -2.1% | -4.1% | -5.9% |
| 6M | -0.8% | +14.3% | -15.0% | -6.2% |
| YTD | +14.8% | +21.6% | -6.9% | +5.6% |
| 1Y | +16.1% | +38.8% | -22.6% | +1.7% |
| 3Y | +71.5% | +42.9% | +28.6% | +44.4% |
| 5Y | +25.8% | +30.1% | -4.3% | +8.4% |
| 10Y | +155.4% | +58.2% | +97.2% | +98.3% |
| All | +763.2% | +219.5% | +543.7% | +299.3% |
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