+768.8%
IWM vs BNS
+1,492.9%
-724.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.0% |
| 7D | +0.1% | +1.5% | -1.5% | -0.9% |
| 30D | -1.3% | +6.0% | -7.2% | -5.0% |
| 3M | +1.6% | +16.3% | -14.7% | -8.0% |
| 6M | +13.6% | +28.8% | -15.2% | -3.5% |
| YTD | +20.8% | +30.0% | -9.2% | +1.9% |
| 1Y | +26.4% | +50.7% | -24.3% | -2.9% |
| 3Y | +60.7% | +125.4% | -64.7% | -4.6% |
| 5Y | +38.2% | +94.2% | -56.0% | -10.6% |
| 10Y | +169.5% | +182.8% | -13.4% | +36.2% |
| All | +768.8% | +1,492.9% | -724.1% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling