+23.8%
IWM vs BR
+18.8%
+5.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +2.3% | +14.4% | -12.1% | -3.2% |
| 3M | -8.3% | +12.4% | -20.7% | -12.9% |
| 6M | -1.3% | +35.4% | -36.8% | -14.3% |
| YTD | +13.5% | -12.2% | +25.7% | +21.1% |
| 1Y | +18.4% | -12.7% | +31.1% | +26.8% |
| 3Y | +69.6% | +14.3% | +55.4% | +52.1% |
| All | +23.8% | +18.8% | +5.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling