+517.1%
IWM vs BLDR
+414.6%
+102.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | +0.1% | -2.8% | +2.9% | +0.7% |
| 30D | -1.3% | -13.3% | +12.0% | +1.5% |
| 3M | +1.6% | -12.3% | +13.9% | +3.5% |
| 6M | +13.6% | -31.5% | +45.0% | +21.3% |
| YTD | +20.8% | -36.1% | +56.8% | +30.2% |
| 1Y | +26.4% | -54.1% | +80.5% | +45.5% |
| 3Y | +60.7% | -55.8% | +116.5% | +81.7% |
| 5Y | +38.2% | +20.7% | +17.5% | +25.0% |
| 10Y | +169.5% | +390.2% | -220.8% | +75.5% |
| All | +517.1% | +414.6% | +102.4% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling