+770.9%
IWM vs BTI
+4,055.1%
-3,284.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.3% | -3.0% | +2.7% | +0.7% |
| 30D | +1.9% | +9.8% | -7.9% | -1.5% |
| 3M | -5.7% | +9.2% | -14.9% | -8.8% |
| 6M | -0.3% | +4.0% | -4.3% | -2.6% |
| YTD | +15.8% | +12.7% | +3.1% | +9.6% |
| 1Y | +17.1% | +15.9% | +1.1% | +9.7% |
| 3Y | +73.1% | +148.9% | -75.9% | +21.4% |
| 5Y | +25.9% | +152.8% | -126.9% | -12.9% |
| 10Y | +151.9% | +124.2% | +27.7% | +74.9% |
| All | +770.9% | +4,055.1% | -3,284.2% | +348.9% |
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