+165.3%
IWM vs BNS
+187.0%
-21.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | -2.5% | -2.2% | -0.3% | -1.1% |
| 30D | -4.4% | +4.5% | -8.9% | -7.5% |
| 3M | +2.2% | +14.9% | -12.6% | -7.6% |
| 6M | +14.0% | +32.5% | -18.4% | -6.6% |
| YTD | +17.4% | +28.6% | -11.2% | -2.1% |
| 1Y | +22.9% | +48.4% | -25.4% | -7.2% |
| 3Y | +62.1% | +130.8% | -68.7% | -10.9% |
| 5Y | +38.2% | +94.8% | -56.6% | -15.3% |
| All | +165.3% | +187.0% | -21.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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