+143.5%
IWM vs BP
+143.9%
-0.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.4% | +3.8% | -2.4% | +0.1% |
| 30D | +2.3% | -5.3% | +7.6% | +3.9% |
| 3M | -8.3% | +9.3% | -17.6% | -11.7% |
| 6M | -1.3% | +7.2% | -8.5% | -5.1% |
| YTD | +13.5% | +38.0% | -24.5% | -2.0% |
| 1Y | +18.4% | +33.2% | -14.8% | +3.4% |
| 3Y | +69.6% | +50.3% | +19.3% | +38.8% |
| 5Y | +23.3% | +114.1% | -90.8% | -15.6% |
| All | +143.5% | +143.9% | -0.3% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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