+170.6%
IWM vs BRKR
+146.1%
+24.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -2.7% | -10.0% | +7.2% | +0.3% |
| 30D | -5.6% | -8.7% | +3.1% | -3.2% |
| 3M | -1.5% | -2.8% | +1.3% | -2.9% |
| 6M | +17.2% | +56.4% | -39.2% | -2.9% |
| YTD | +17.4% | +12.0% | +5.4% | +7.9% |
| 1Y | +22.1% | +71.2% | -49.2% | -4.2% |
| 3Y | +60.8% | -21.1% | +81.8% | +56.3% |
| 5Y | +39.2% | -37.6% | +76.9% | +43.8% |
| 10Y | +170.6% | +147.4% | +23.2% | +69.2% |
| All | +170.6% | +146.1% | +24.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling