+166.4%
IWM vs PBR
+697.0%
-530.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | -2.4% | +5.4% | -7.8% | -3.5% |
| 30D | -4.6% | +22.9% | -27.4% | -8.8% |
| 3M | -0.3% | +19.6% | -19.9% | -4.4% |
| 6M | +14.7% | +16.5% | -1.7% | +10.0% |
| YTD | +17.8% | +86.7% | -68.8% | +1.4% |
| 1Y | +21.2% | +74.7% | -53.5% | +5.7% |
| 3Y | +62.3% | +102.6% | -40.2% | +34.8% |
| 5Y | +38.7% | +566.6% | -527.9% | -16.6% |
| All | +166.4% | +697.0% | -530.6% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling