+808.3%
IWM vs BTI
+3,608.0%
-2,799.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | -1.3% | -6.6% | +5.4% | +1.0% |
| 3M | +1.6% | -3.0% | +4.6% | +2.1% |
| 6M | +13.6% | -6.7% | +20.2% | +15.2% |
| YTD | +20.8% | +0.6% | +20.2% | +19.1% |
| 1Y | +26.4% | +5.6% | +20.8% | +22.4% |
| 3Y | +60.7% | +110.3% | -49.6% | +19.8% |
| 5Y | +38.2% | +114.3% | -76.1% | +1.5% |
| 10Y | +169.5% | +67.7% | +101.8% | +107.0% |
| All | +808.3% | +3,608.0% | -2,799.8% | +388.1% |
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