+39.1%
IWM vs BN
+37.9%
+1.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +0.1% | -2.5% | +2.6% | +1.4% |
| 30D | -1.3% | -9.5% | +8.2% | +4.2% |
| 3M | +1.6% | -10.4% | +12.0% | +7.7% |
| 6M | +13.6% | -6.4% | +19.9% | +16.9% |
| YTD | +20.8% | -11.9% | +32.6% | +27.8% |
| 1Y | +26.4% | -8.6% | +35.0% | +30.6% |
| 3Y | +60.7% | +77.6% | -16.9% | +11.0% |
| All | +39.1% | +37.9% | +1.3% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling