+18.9%
IWM vs BSX
-53.7%
+72.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +1.3% |
| 7D | +1.0% | +8.0% | -7.0% | +0.6% |
| 30D | +0.2% | +8.1% | -7.8% | -0.2% |
| 3M | -5.6% | -6.7% | +1.0% | -5.4% |
| 6M | +2.7% | -19.4% | +22.1% | +3.7% |
| YTD | +16.2% | -51.9% | +68.1% | +19.5% |
| 1Y | +18.9% | -53.6% | +72.6% | +23.6% |
| All | +18.9% | -53.7% | +72.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 1y: compounded portfolio wealth divided by compounded BSX 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…
1y analysis · Full analysis span regression · 6 months rolling