+166.9%
IWM vs BUD
-23.5%
+190.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +1.4% | +0.8% | +0.7% | +1.1% |
| 30D | -2.3% | -4.8% | +2.5% | -0.5% |
| 3M | +4.0% | +1.4% | +2.6% | +3.0% |
| 6M | +17.9% | +9.9% | +8.1% | +12.8% |
| YTD | +20.2% | +26.3% | -6.1% | +8.4% |
| 1Y | +25.0% | +36.1% | -11.2% | +9.0% |
| 3Y | +66.0% | +48.6% | +17.4% | +36.3% |
| 5Y | +40.0% | +45.0% | -5.0% | +13.9% |
| 10Y | +166.9% | -23.1% | +190.0% | +134.9% |
| All | +166.9% | -23.5% | +190.4% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling