+38.2%
IWM vs BTI
+113.9%
-75.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.6% |
| 30D | -3.1% | -4.8% | +1.7% | -2.0% |
| 3M | +2.2% | -8.1% | +10.3% | +3.9% |
| 6M | +15.1% | -4.2% | +19.3% | +15.3% |
| YTD | +18.6% | -1.3% | +19.9% | +17.6% |
| 1Y | +24.0% | +2.1% | +21.9% | +21.7% |
| 3Y | +63.7% | +108.9% | -45.2% | +22.2% |
| 5Y | +38.2% | +114.5% | -76.3% | +3.2% |
| All | +38.2% | +113.9% | -75.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling