+37.9%
IWM vs BRKR
-39.7%
+77.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -8.7% | +6.3% | -0.4% |
| 30D | -4.6% | -9.9% | +5.3% | -2.4% |
| 3M | -0.3% | -3.1% | +2.8% | -1.4% |
| 6M | +14.7% | +45.5% | -30.8% | +0.5% |
| YTD | +17.8% | +13.7% | +4.2% | +9.7% |
| 1Y | +21.2% | +67.4% | -46.2% | +0.5% |
| 3Y | +62.3% | -13.2% | +75.6% | +53.7% |
| All | +37.9% | -39.7% | +77.7% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling