+69.6%
IWM vs BP
+51.6%
+18.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.4% | +3.8% | -2.4% | +0.9% |
| 30D | +2.3% | -5.3% | +7.6% | +2.9% |
| 3M | -8.3% | +9.3% | -17.6% | -9.9% |
| 6M | -1.3% | +7.2% | -8.5% | -2.9% |
| YTD | +13.5% | +38.0% | -24.5% | +2.6% |
| 1Y | +18.4% | +33.2% | -14.8% | +8.2% |
| 3Y | +69.6% | +50.3% | +19.3% | +46.4% |
| All | +69.6% | +51.6% | +18.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling