+90.9%
IWM vs TE
-49.8%
+140.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.1% |
| 7D | -1.1% | +15.0% | -16.1% | -2.5% |
| 30D | -3.1% | -7.5% | +4.4% | -2.7% |
| 3M | +2.2% | -42.0% | +44.2% | +6.1% |
| 6M | +15.1% | -31.4% | +46.5% | +14.9% |
| YTD | +18.6% | -26.5% | +45.1% | +16.2% |
| 1Y | +24.0% | +153.1% | -129.1% | +2.6% |
| 3Y | +63.7% | -20.7% | +84.4% | +41.2% |
| 5Y | +38.2% | -45.4% | +83.6% | +19.5% |
| All | +90.9% | -49.8% | +140.7% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling