+472.0%
IWM vs BLDR
+389.2%
+82.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.9% |
| 7D | -2.0% | -3.7% | +1.6% | -1.4% |
| 30D | -1.5% | +16.8% | -18.2% | -5.0% |
| 3M | -8.0% | -13.7% | +5.7% | -5.9% |
| 6M | -4.1% | -21.9% | +17.8% | -0.6% |
| YTD | +11.9% | -39.2% | +51.1% | +21.3% |
| 1Y | +15.0% | -42.6% | +57.7% | +25.9% |
| 3Y | +64.2% | -50.2% | +114.4% | +80.7% |
| 5Y | +20.4% | -7.0% | +27.4% | +14.1% |
| 10Y | +168.0% | +584.2% | -416.3% | +64.2% |
| All | +472.0% | +389.2% | +82.8% | +152.7% |
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