+24.0%
IWM vs TE
+145.5%
-121.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.2% |
| 7D | -1.1% | +15.0% | -16.1% | -1.9% |
| 30D | -3.1% | -7.5% | +4.4% | -2.9% |
| 3M | +2.2% | -42.0% | +44.2% | +4.2% |
| 6M | +15.1% | -31.4% | +46.5% | +15.8% |
| YTD | +18.6% | -26.5% | +45.1% | +18.5% |
| 1Y | +24.0% | +153.1% | -129.1% | +22.2% |
| All | +24.0% | +145.5% | -121.5% | +22.2% |
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