+64.2%
IWM vs BN
+90.6%
-26.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | -2.0% | +5.3% | -7.4% | -4.9% |
| 30D | -1.5% | +11.9% | -13.3% | -7.5% |
| 3M | -8.0% | -5.7% | -2.3% | -5.3% |
| 6M | -4.1% | -10.6% | +6.5% | +1.3% |
| YTD | +11.9% | -9.4% | +21.3% | +16.2% |
| 1Y | +15.0% | -8.8% | +23.8% | +18.7% |
| 3Y | +64.2% | +95.6% | -31.4% | +2.7% |
| All | +64.2% | +90.6% | -26.4% | +2.7% |
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 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