+18.9%
IWM vs BR
-14.2%
+33.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.6% |
| 7D | +1.0% | +7.0% | -6.0% | +1.2% |
| 30D | +0.2% | +19.0% | -18.8% | +0.9% |
| 3M | -5.6% | +13.1% | -18.7% | -5.2% |
| 6M | +2.7% | +24.6% | -21.9% | +4.0% |
| YTD | +16.2% | -13.6% | +29.8% | +19.6% |
| 1Y | +18.9% | -13.1% | +32.1% | +22.5% |
| All | +18.9% | -14.2% | +33.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling