+866.0%
IWM vs TLT
+127.7%
+738.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -1.3% |
| 7D | +0.3% | -0.3% | +0.6% | +0.1% |
| 30D | +0.6% | +3.7% | -3.1% | +2.3% |
| 3M | -6.2% | -0.7% | -5.6% | -6.5% |
| 6M | -0.8% | -4.2% | +3.4% | -2.9% |
| YTD | +14.8% | -4.0% | +18.7% | +12.4% |
| 1Y | +16.1% | -5.8% | +22.0% | +12.7% |
| 3Y | +71.5% | +4.1% | +67.4% | +75.4% |
| 5Y | +25.8% | -34.8% | +60.6% | -3.9% |
| 10Y | +155.4% | -12.3% | +167.8% | +150.3% |
| All | +866.0% | +127.7% | +738.2% | +2,197.3% |
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 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