+18.9%
IWM vs TE
-16.5%
+35.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.7% |
| 7D | +1.0% | +3.8% | -2.8% | +0.7% |
| 30D | +0.2% | -26.2% | +26.4% | +1.9% |
| 3M | -5.6% | -49.7% | +44.1% | -2.0% |
| 6M | +2.7% | -46.5% | +49.2% | +5.1% |
| YTD | +16.2% | -59.1% | +75.3% | +19.7% |
| 1Y | +18.9% | -25.8% | +44.8% | +15.9% |
| All | +18.9% | -16.5% | +35.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling