+38.2%
IWM vs BTG
+74.4%
-36.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -2.5% | -5.8% | +3.3% | -1.7% |
| 30D | -4.4% | +5.7% | -10.1% | -5.4% |
| 3M | +2.2% | +38.1% | -35.9% | -3.4% |
| 6M | +14.0% | +0.3% | +13.7% | +12.6% |
| YTD | +17.4% | +19.9% | -2.5% | +11.8% |
| 1Y | +22.9% | +24.6% | -1.6% | +15.5% |
| 3Y | +62.1% | +96.6% | -34.5% | +36.4% |
| 5Y | +38.2% | +77.7% | -39.5% | +19.5% |
| All | +38.2% | +74.4% | -36.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling