+83.4%
IWM vs TE
-79.9%
+163.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +5.9% | -0.9% |
| 7D | +2.8% | -13.6% | +16.3% | +4.1% |
| 30D | +0.6% | -37.7% | +38.3% | +4.7% |
| 3M | -7.8% | -59.8% | +52.0% | -0.4% |
| 6M | -1.0% | -66.3% | +65.4% | +6.0% |
| YTD | +13.9% | -70.5% | +84.4% | +20.8% |
| 1Y | +15.4% | -48.8% | +64.3% | +14.4% |
| 3Y | +70.2% | +31.3% | +38.9% | +31.7% |
| 5Y | +23.7% | -82.0% | +105.7% | +18.1% |
| All | +83.4% | -79.9% | +163.2% | +75.5% |
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