+71.5%
IWM vs TE
+11.3%
+60.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | +0.1% |
| 7D | +0.3% | -26.9% | +27.1% | +2.6% |
| 30D | +0.6% | -38.9% | +39.5% | +4.1% |
| 3M | -6.2% | -61.0% | +54.8% | +0.1% |
| 6M | -0.8% | -66.4% | +65.6% | +5.1% |
| YTD | +14.8% | -69.0% | +83.8% | +20.2% |
| 1Y | +16.1% | -54.0% | +70.1% | +16.6% |
| 3Y | +71.5% | +38.0% | +33.5% | +42.2% |
| All | +71.5% | +11.3% | +60.2% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling