+741.9%
IWM vs BP
+193.8%
+548.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.0% | -11.6% | +9.6% | +2.9% |
| 30D | -1.5% | 0.0% | -1.5% | -1.9% |
| 3M | -8.0% | +6.7% | -14.7% | -11.2% |
| 6M | -4.1% | +2.2% | -6.3% | -6.6% |
| YTD | +11.9% | +33.0% | -21.0% | -3.8% |
| 1Y | +15.0% | +30.7% | -15.7% | -0.6% |
| 3Y | +64.2% | +44.2% | +20.0% | +33.3% |
| 5Y | +20.4% | +105.1% | -84.8% | -19.2% |
| 10Y | +168.0% | +133.5% | +34.4% | +57.1% |
| All | +741.9% | +193.8% | +548.1% | +296.1% |
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