+20.0%
IWM vs TLT
-34.6%
+54.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.5% | +6.2% | -7.6% | -2.5% |
| 3M | -8.0% | -0.3% | -7.7% | -8.0% |
| 6M | -4.1% | -3.4% | -0.8% | -3.5% |
| YTD | +11.9% | -3.1% | +15.1% | +12.5% |
| 1Y | +15.0% | -5.2% | +20.2% | +16.0% |
| 3Y | +64.2% | +6.5% | +57.7% | +62.8% |
| All | +20.0% | -34.6% | +54.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 5y: compounded portfolio wealth divided by compounded TLT 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…
5y analysis · Full analysis span regression · 6 months rolling