+763.2%
IWM vs IBN
+1,647.1%
-884.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +0.3% | +15.8% | -15.5% | -3.3% |
| 30D | +0.6% | +25.1% | -24.5% | -4.8% |
| 3M | -6.2% | +16.0% | -22.2% | -9.7% |
| 6M | -0.8% | +32.8% | -33.5% | -7.6% |
| YTD | +14.8% | +18.0% | -3.3% | +9.8% |
| 1Y | +16.1% | +15.9% | +0.3% | +11.6% |
| 3Y | +71.5% | +57.6% | +13.9% | +51.8% |
| 5Y | +25.8% | +74.7% | -48.9% | +8.3% |
| 10Y | +155.4% | +373.9% | -218.5% | +66.5% |
| All | +763.2% | +1,647.1% | -884.0% | +297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling