+144.3%
IWM vs T
+60.4%
+84.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +2.8% | +1.6% | +1.1% | +2.2% |
| 30D | +0.6% | -2.9% | +3.6% | +1.3% |
| 3M | -7.8% | -7.5% | -0.3% | -6.1% |
| 6M | -1.0% | -9.9% | +8.9% | +1.3% |
| YTD | +13.9% | -6.4% | +20.3% | +13.8% |
| 1Y | +15.4% | -9.4% | +24.8% | +16.8% |
| 3Y | +70.2% | +64.9% | +5.4% | +28.8% |
| 5Y | +23.7% | +57.0% | -33.3% | -7.5% |
| All | +144.3% | +60.4% | +84.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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