+63.3%
IWM vs BNS
+127.2%
-63.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -1.1% | -1.3% | +0.1% | -0.4% |
| 30D | -3.1% | +4.0% | -7.1% | -5.6% |
| 3M | +2.2% | +13.8% | -11.6% | -6.2% |
| 6M | +15.1% | +32.7% | -17.6% | -4.5% |
| YTD | +18.6% | +27.6% | -9.0% | +0.7% |
| 1Y | +24.0% | +47.4% | -23.4% | -4.3% |
| All | +63.3% | +127.2% | -63.9% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling