+722.2%
IWM vs PBR
+1,864.5%
-1,142.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.3% |
| 7D | +1.4% | +2.5% | -1.0% | +0.8% |
| 30D | -2.3% | +19.4% | -21.7% | -6.4% |
| 3M | +4.0% | +20.8% | -16.8% | -1.0% |
| 6M | +17.9% | +23.5% | -5.5% | +11.0% |
| YTD | +20.2% | +83.4% | -63.2% | +2.7% |
| 1Y | +25.0% | +77.6% | -52.6% | +7.3% |
| 3Y | +66.0% | +99.9% | -33.9% | +36.3% |
| 5Y | +40.0% | +567.7% | -527.7% | -18.0% |
| 10Y | +166.9% | +621.5% | -454.6% | +33.1% |
| All | +722.2% | +1,864.5% | -1,142.3% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling