+165.3%
IWM vs BTG
+158.3%
+6.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -2.5% | -5.5% | +2.9% | -2.0% |
| 30D | -4.4% | +6.1% | -10.5% | -5.0% |
| 3M | +2.2% | +38.6% | -36.4% | -1.4% |
| 6M | +14.0% | +0.7% | +13.4% | +13.0% |
| YTD | +17.4% | +20.3% | -3.0% | +13.9% |
| 1Y | +22.9% | +25.0% | -2.1% | +18.5% |
| 3Y | +62.1% | +97.3% | -35.2% | +47.8% |
| 5Y | +38.2% | +78.3% | -40.2% | +26.2% |
| All | +165.3% | +158.3% | +6.9% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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