+143.5%
IWM vs BDX
+95.1%
+48.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +1.4% | +2.9% | -1.5% | +0.4% |
| 30D | +2.3% | +15.4% | -13.2% | -2.7% |
| 3M | -8.3% | +20.5% | -28.8% | -14.2% |
| 6M | -1.3% | +53.2% | -54.5% | -15.4% |
| YTD | +13.5% | +45.7% | -32.2% | -1.4% |
| 1Y | +18.4% | +47.3% | -28.9% | +2.4% |
| 3Y | +69.6% | +25.1% | +44.6% | +52.9% |
| 5Y | +23.3% | +27.4% | -4.2% | +9.0% |
| All | +143.5% | +95.1% | +48.4% | +92.0% |
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