+808.3%
IWM vs BP
+189.1%
+619.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.1% | +3.9% | -3.9% | -1.6% |
| 30D | -1.3% | +7.6% | -8.9% | -4.4% |
| 3M | +1.6% | +0.7% | +0.9% | +0.4% |
| 6M | +13.6% | +15.5% | -1.9% | +4.8% |
| YTD | +20.8% | +30.8% | -10.1% | +5.2% |
| 1Y | +26.4% | +34.3% | -7.9% | +8.4% |
| 3Y | +60.7% | +35.1% | +25.6% | +34.7% |
| 5Y | +38.2% | +126.8% | -88.6% | -11.0% |
| 10Y | +169.5% | +123.4% | +46.1% | +62.0% |
| All | +808.3% | +189.1% | +619.2% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling