+39.2%
IWM vs BTDR
+19.6%
+19.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | -4.6% | +32.6% | -37.2% | -6.6% |
| 3M | -0.3% | -32.2% | +32.0% | +1.4% |
| 6M | +14.7% | +52.4% | -37.6% | +9.8% |
| YTD | +17.8% | +6.7% | +11.2% | +14.8% |
| 1Y | +21.2% | -15.2% | +36.5% | +18.4% |
| 3Y | +62.3% | +14.9% | +47.5% | +45.4% |
| 5Y | +38.7% | +20.8% | +17.9% | +21.1% |
| All | +39.2% | +19.6% | +19.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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