+39.6%
IWM vs BR
+7.6%
+32.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -1.1% | -5.0% | +3.9% | +0.8% |
| 30D | -3.1% | -2.5% | -0.7% | -2.3% |
| 3M | +2.2% | +13.5% | -11.3% | -3.8% |
| 6M | +15.1% | -9.4% | +24.5% | +19.7% |
| YTD | +18.6% | -23.3% | +41.8% | +33.5% |
| 1Y | +24.0% | -31.6% | +55.6% | +48.4% |
| 3Y | +63.7% | -5.1% | +68.8% | +60.6% |
| All | +39.6% | +7.6% | +32.0% | +16.5% |
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 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