+17.1%
IWM vs TE
-51.6%
+68.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.7% |
| 7D | -0.3% | -22.0% | +21.7% | +1.2% |
| 30D | +1.9% | -33.6% | +35.5% | +4.3% |
| 3M | -5.7% | -61.1% | +55.4% | -0.6% |
| 6M | -0.3% | -64.7% | +64.4% | +4.7% |
| YTD | +15.8% | -68.1% | +83.9% | +21.4% |
| 1Y | +17.1% | -51.7% | +68.8% | +19.8% |
| All | +17.1% | -51.6% | +68.7% | +19.8% |
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