+378.2%
IWM vs BR
+1,321.0%
-942.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +2.0% |
| 7D | +0.1% | -5.3% | +5.4% | +2.9% |
| 30D | -1.3% | +6.4% | -7.7% | -4.7% |
| 3M | +1.6% | +13.6% | -12.0% | -6.0% |
| 6M | +13.6% | -6.7% | +20.3% | +15.5% |
| YTD | +20.8% | -21.1% | +41.8% | +33.5% |
| 1Y | +26.4% | -29.6% | +56.0% | +48.5% |
| 3Y | +60.7% | -2.4% | +63.1% | +55.7% |
| 5Y | +38.2% | +11.2% | +26.9% | +22.2% |
| 10Y | +169.5% | +191.8% | -22.3% | +33.6% |
| All | +378.2% | +1,321.0% | -942.8% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling