+61.7%
IWM vs BN
+69.2%
-7.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -2.5% | -5.9% | +3.3% | +0.6% |
| 30D | -4.4% | -15.1% | +10.7% | +4.2% |
| 3M | +2.2% | -14.6% | +16.8% | +10.9% |
| 6M | +14.0% | -8.4% | +22.5% | +18.5% |
| YTD | +17.4% | -16.8% | +34.2% | +27.7% |
| 1Y | +22.9% | -14.4% | +37.3% | +31.2% |
| All | +61.7% | +69.2% | -7.5% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling