+741.9%
IWM vs IBN
+1,597.5%
-855.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | 0.0% |
| 7D | -2.0% | +15.1% | -17.1% | -5.4% |
| 30D | -1.5% | +21.6% | -23.1% | -6.2% |
| 3M | -8.0% | +11.2% | -19.2% | -10.5% |
| 6M | -4.1% | +27.8% | -31.9% | -9.9% |
| YTD | +11.9% | +14.7% | -2.7% | +7.9% |
| 1Y | +15.0% | +14.4% | +0.6% | +10.9% |
| 3Y | +64.2% | +52.1% | +12.1% | +46.6% |
| 5Y | +20.4% | +70.7% | -50.3% | +4.3% |
| 10Y | +168.0% | +385.5% | -217.6% | +73.7% |
| All | +741.9% | +1,597.5% | -855.6% | +289.9% |
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