+753.8%
IWM vs BTI
+4,112.3%
-3,358.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +1.4% | +1.6% | -0.2% | +0.8% |
| 30D | +2.3% | +9.2% | -7.0% | -0.9% |
| 3M | -8.3% | +9.6% | -18.0% | -11.4% |
| 6M | -1.3% | -2.4% | +1.1% | -1.4% |
| YTD | +13.5% | +14.2% | -0.7% | +6.9% |
| 1Y | +18.4% | +20.3% | -1.9% | +9.5% |
| 3Y | +69.6% | +147.4% | -77.8% | +19.3% |
| 5Y | +23.3% | +155.4% | -132.2% | -15.0% |
| 10Y | +147.0% | +127.3% | +19.7% | +70.7% |
| All | +753.8% | +4,112.3% | -3,358.5% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling