+782.8%
IWM vs BNY
+504.4%
+278.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -2.5% | -1.1% | -1.5% | -2.1% |
| 30D | -4.4% | +1.4% | -5.8% | -5.1% |
| 3M | +2.2% | +16.8% | -14.6% | -5.0% |
| 6M | +14.0% | +42.0% | -28.0% | -3.0% |
| YTD | +17.4% | +41.9% | -24.6% | -0.3% |
| 1Y | +22.9% | +59.2% | -36.2% | -0.9% |
| 3Y | +62.1% | +290.9% | -228.9% | -12.8% |
| 5Y | +38.2% | +259.0% | -220.9% | -23.7% |
| 10Y | +169.0% | +413.0% | -244.1% | +23.1% |
| All | +782.8% | +504.4% | +278.4% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling