+349.5%
IWM vs BR
+1,481.8%
-1,132.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | +2.3% | +14.4% | -12.1% | -4.9% |
| 3M | -8.3% | +12.4% | -20.7% | -14.3% |
| 6M | -1.3% | +35.4% | -36.8% | -17.5% |
| YTD | +13.5% | -12.2% | +25.7% | +18.1% |
| 1Y | +18.4% | -12.7% | +31.1% | +23.6% |
| 3Y | +69.6% | +14.3% | +55.4% | +50.4% |
| 5Y | +23.3% | +19.3% | +4.0% | +5.1% |
| 10Y | +147.0% | +278.1% | -131.2% | +6.0% |
| All | +349.5% | +1,481.8% | -1,132.3% | -18.3% |
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