+155.4%
IWM vs BLDR
+554.2%
-398.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.7% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +0.6% | +19.1% | -18.5% | -5.5% |
| 3M | -6.2% | -12.6% | +6.4% | -3.5% |
| 6M | -0.8% | -18.7% | +17.9% | +3.2% |
| YTD | +14.8% | -38.8% | +53.6% | +28.9% |
| 1Y | +16.1% | -41.2% | +57.4% | +31.8% |
| 3Y | +71.5% | -49.4% | +120.9% | +94.1% |
| 5Y | +25.8% | -6.0% | +31.7% | +10.1% |
| 10Y | +155.4% | +523.1% | -367.7% | +14.0% |
| All | +155.4% | +554.2% | -398.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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