+143.5%
IWM vs BTG
+164.8%
-21.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.4% | -9.1% | +10.5% | +2.4% |
| 30D | +2.3% | -1.6% | +3.9% | +2.3% |
| 3M | -8.3% | -2.8% | -5.5% | -8.3% |
| 6M | -1.3% | -7.6% | +6.3% | -1.3% |
| YTD | +13.5% | +10.2% | +3.3% | +10.8% |
| 1Y | +18.4% | +21.3% | -2.9% | +14.4% |
| 3Y | +69.6% | +82.7% | -13.1% | +55.1% |
| 5Y | +23.3% | +30.8% | -7.5% | +14.3% |
| All | +143.5% | +164.8% | -21.3% | +126.8% |
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