+23.7%
IWM vs TLT
-35.4%
+59.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.4% |
| 7D | +2.8% | -2.7% | +5.5% | +3.3% |
| 30D | +0.6% | +2.2% | -1.5% | +0.2% |
| 3M | -7.8% | -1.7% | -6.0% | -7.5% |
| 6M | -1.0% | -4.0% | +3.0% | -0.2% |
| YTD | +13.9% | -4.9% | +18.8% | +14.9% |
| 1Y | +15.4% | -7.4% | +22.8% | +16.9% |
| 3Y | +70.2% | +3.0% | +67.2% | +69.6% |
| 5Y | +23.7% | -35.1% | +58.8% | +10.7% |
| All | +23.7% | -35.4% | +59.1% | +10.7% |
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