+166.4%
IWM vs BND
+15.0%
+151.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.4% | -1.0% | -1.4% | -1.8% |
| 30D | -4.6% | -1.1% | -3.4% | -3.9% |
| 3M | -0.3% | -1.9% | +1.6% | +0.9% |
| 6M | +14.7% | -1.6% | +16.4% | +16.0% |
| YTD | +17.8% | -1.2% | +19.1% | +18.9% |
| 1Y | +21.2% | -0.7% | +22.0% | +21.9% |
| 3Y | +62.3% | +12.5% | +49.8% | +52.7% |
| 5Y | +38.7% | -2.5% | +41.3% | +33.8% |
| All | +166.4% | +15.0% | +151.4% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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