+18.9%
IWM vs IBN
+4.2%
+14.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +0.2% |
| 7D | +1.0% | +8.9% | -7.9% | -1.9% |
| 30D | +0.2% | +12.6% | -12.4% | -4.0% |
| 3M | -5.6% | +3.1% | -8.7% | -6.6% |
| 6M | +2.7% | +20.6% | -17.9% | -4.6% |
| YTD | +16.2% | +5.8% | +10.4% | +10.7% |
| 1Y | +18.9% | +3.7% | +15.3% | +13.7% |
| All | +18.9% | +4.2% | +14.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling