+619.6%
IWM vs BUD
+201.1%
+418.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | -5.7% | +4.4% | +1.2% |
| 3M | +1.6% | +3.1% | -1.5% | -0.2% |
| 6M | +13.6% | +7.9% | +5.7% | +9.0% |
| YTD | +20.8% | +27.3% | -6.6% | +7.4% |
| 1Y | +26.4% | +37.8% | -11.4% | +8.2% |
| 3Y | +60.7% | +49.8% | +10.8% | +29.1% |
| 5Y | +38.2% | +43.8% | -5.6% | +10.9% |
| 10Y | +169.5% | -22.6% | +192.1% | +165.8% |
| All | +619.6% | +201.1% | +418.5% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling