+52.4%
IWM vs BTSG
+416.6%
-364.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -1.1% | +2.9% | -4.0% | -1.7% |
| 30D | -3.1% | +0.9% | -4.0% | -3.4% |
| 3M | +2.2% | +1.6% | +0.6% | +0.9% |
| 6M | +15.1% | +46.8% | -31.7% | +4.2% |
| YTD | +18.6% | +65.5% | -47.0% | +4.4% |
| 1Y | +24.0% | +136.2% | -112.3% | +0.8% |
| All | +52.4% | +416.6% | -364.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling