+37.9%
IWM vs BNY
+256.6%
-218.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -1.7% |
| 30D | -4.6% | -0.2% | -4.4% | -4.5% |
| 3M | -0.3% | +14.9% | -15.2% | -8.5% |
| 6M | +14.7% | +40.0% | -25.3% | -6.6% |
| YTD | +17.8% | +42.0% | -24.1% | -5.2% |
| 1Y | +21.2% | +56.9% | -35.6% | -8.2% |
| 3Y | +62.3% | +289.9% | -227.5% | -28.9% |
| All | +37.9% | +256.6% | -218.6% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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