+166.9%
IWM vs BP
+126.3%
+40.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -2.3% | +9.1% | -11.4% | -5.5% |
| 3M | +4.0% | +3.9% | 0.0% | +1.8% |
| 6M | +17.9% | +13.6% | +4.3% | +10.7% |
| YTD | +20.2% | +34.0% | -13.8% | +5.3% |
| 1Y | +25.0% | +39.2% | -14.2% | +7.5% |
| 3Y | +66.0% | +36.4% | +29.6% | +41.4% |
| 5Y | +40.0% | +135.8% | -95.8% | -8.1% |
| 10Y | +166.9% | +125.0% | +41.8% | +70.6% |
| All | +166.9% | +126.3% | +40.6% | +70.6% |
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