+763.2%
IWM vs BN
+10,055.1%
-9,291.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.3% |
| 7D | +0.3% | +4.3% | -4.0% | -1.9% |
| 30D | +0.6% | +14.3% | -13.7% | -6.2% |
| 3M | -6.2% | -4.1% | -2.1% | -4.6% |
| 6M | -0.8% | -9.7% | +8.9% | +3.8% |
| YTD | +14.8% | -7.1% | +21.9% | +17.5% |
| 1Y | +16.1% | -7.4% | +23.6% | +19.0% |
| 3Y | +71.5% | +102.3% | -30.8% | +16.3% |
| 5Y | +25.8% | +35.9% | -10.2% | +1.9% |
| 10Y | +155.4% | +289.2% | -133.8% | +19.6% |
| All | +763.2% | +10,055.1% | -9,291.9% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling