+166.4%
IWM vs BDX
+59.3%
+107.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | -4.6% | -2.5% | -2.0% | -3.8% |
| 3M | -0.3% | +21.4% | -21.7% | -7.1% |
| 6M | +14.7% | +10.4% | +4.3% | +10.2% |
| YTD | +17.8% | +18.8% | -1.0% | +10.0% |
| 1Y | +21.2% | +21.7% | -0.5% | +12.0% |
| 3Y | +62.3% | -10.0% | +72.3% | +64.7% |
| 5Y | +38.7% | -1.8% | +40.5% | +34.6% |
| All | +166.4% | +59.3% | +107.1% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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