+166.9%
IWM vs T
+65.0%
+101.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | -2.3% | +7.6% | -9.9% | -4.8% |
| 3M | +4.0% | +15.3% | -11.3% | -1.6% |
| 6M | +17.9% | -8.5% | +26.4% | +20.9% |
| YTD | +20.2% | +6.8% | +13.4% | +15.7% |
| 1Y | +25.0% | -7.2% | +32.2% | +26.7% |
| 3Y | +66.0% | +108.2% | -42.3% | +15.0% |
| 5Y | +40.0% | +66.1% | -26.0% | +5.3% |
| 10Y | +166.9% | +65.3% | +101.6% | +103.4% |
| All | +166.9% | +65.0% | +101.9% | +103.4% |
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