+64.2%
IWM vs IBN
+51.2%
+13.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.1% |
| 7D | -2.0% | +15.1% | -17.1% | -5.8% |
| 30D | -1.5% | +21.6% | -23.1% | -6.9% |
| 3M | -8.0% | +11.2% | -19.2% | -10.8% |
| 6M | -4.1% | +27.8% | -31.9% | -10.8% |
| YTD | +11.9% | +14.7% | -2.7% | +6.7% |
| 1Y | +15.0% | +14.4% | +0.6% | +9.7% |
| 3Y | +64.2% | +52.1% | +12.1% | +41.4% |
| All | +64.2% | +51.2% | +13.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling