+69.6%
IWM vs BSX
-17.1%
+86.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | +3.7% | -2.3% | +0.8% |
| 30D | +2.3% | +3.1% | -0.8% | +1.7% |
| 3M | -8.3% | -14.2% | +5.9% | -6.2% |
| 6M | -1.3% | -16.4% | +15.1% | +1.1% |
| YTD | +13.5% | -53.5% | +67.0% | +32.4% |
| 1Y | +18.4% | -57.8% | +76.2% | +42.9% |
| 3Y | +69.6% | -17.4% | +87.1% | +90.3% |
| All | +69.6% | -17.1% | +86.7% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling