+166.4%
IWM vs BTI
+73.8%
+92.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -4.6% | -1.1% | -3.5% | -4.3% |
| 3M | -0.3% | -8.8% | +8.5% | +2.3% |
| 6M | +14.7% | -4.0% | +18.7% | +15.2% |
| YTD | +17.8% | +0.4% | +17.5% | +16.2% |
| 1Y | +21.2% | +1.9% | +19.3% | +18.7% |
| 3Y | +62.3% | +108.5% | -46.2% | +19.4% |
| 5Y | +38.7% | +118.5% | -79.8% | -0.8% |
| All | +166.4% | +73.8% | +92.6% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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