+70.2%
IWM vs BUD
+47.9%
+22.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +2.8% | -1.6% | +4.3% | +3.0% |
| 30D | +0.6% | +6.7% | -6.0% | -0.8% |
| 3M | -7.8% | +5.9% | -13.7% | -9.0% |
| 6M | -1.0% | +5.1% | -6.0% | -2.4% |
| YTD | +13.9% | +32.9% | -19.0% | +6.1% |
| 1Y | +15.4% | +31.8% | -16.4% | +7.6% |
| All | +70.2% | +47.9% | +22.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling