+916.5%
IWM vs TLT
+130.6%
+785.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.4% |
| 7D | +0.1% | -0.4% | +0.5% | -0.1% |
| 30D | -1.3% | -0.6% | -0.7% | -1.5% |
| 3M | +1.6% | -2.7% | +4.3% | +0.2% |
| 6M | +13.6% | -5.6% | +19.2% | +10.3% |
| YTD | +20.8% | -2.8% | +23.5% | +19.0% |
| 1Y | +26.4% | -1.4% | +27.9% | +25.5% |
| 3Y | +60.7% | -1.6% | +62.3% | +58.8% |
| 5Y | +38.2% | -33.8% | +72.0% | +6.5% |
| 10Y | +169.5% | -21.1% | +190.6% | +144.9% |
| All | +916.5% | +130.6% | +785.9% | +2,331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling