+48.8%
IWM vs BTSG
+505.2%
-456.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.3% | +4.0% | -4.4% | -1.1% |
| 30D | +1.9% | +15.3% | -13.4% | -1.1% |
| 3M | -5.7% | +25.4% | -31.1% | -10.2% |
| 6M | -0.3% | +31.9% | -32.2% | -7.1% |
| YTD | +15.8% | +93.9% | -78.1% | -1.5% |
| 1Y | +17.1% | +114.2% | -97.1% | -2.6% |
| All | +48.8% | +505.2% | -456.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling