+166.9%
IWM vs BN
+259.6%
-92.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.0% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -2.3% | -10.9% | +8.6% | +4.1% |
| 3M | +4.0% | -11.1% | +15.0% | +10.7% |
| 6M | +17.9% | -4.4% | +22.3% | +20.0% |
| YTD | +20.2% | -14.1% | +34.3% | +29.2% |
| 1Y | +25.0% | -11.1% | +36.0% | +31.2% |
| 3Y | +66.0% | +75.6% | -9.6% | +15.5% |
| 5Y | +40.0% | +35.8% | +4.3% | +10.2% |
| 10Y | +166.9% | +261.6% | -94.7% | +26.7% |
| All | +166.9% | +259.6% | -92.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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