+706.5%
IWM vs BRKR
+172.5%
+534.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -8.7% | +6.3% | -0.8% |
| 30D | -4.6% | -9.9% | +5.3% | -2.8% |
| 3M | -0.3% | -3.1% | +2.8% | -0.9% |
| 6M | +14.7% | +45.5% | -30.8% | +4.7% |
| YTD | +17.8% | +13.7% | +4.2% | +12.3% |
| 1Y | +21.2% | +67.4% | -46.2% | +6.8% |
| 3Y | +62.3% | -13.2% | +75.6% | +57.4% |
| 5Y | +38.7% | -39.5% | +78.2% | +42.3% |
| 10Y | +170.1% | +153.5% | +16.6% | +113.2% |
| All | +706.5% | +172.5% | +534.0% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling