+40.0%
IWM vs TE
-41.1%
+81.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -1.4% |
| 7D | +1.4% | +18.2% | -16.8% | -0.3% |
| 30D | -2.3% | -13.5% | +11.2% | -1.2% |
| 3M | +4.0% | -44.6% | +48.5% | +8.4% |
| 6M | +17.9% | -24.7% | +42.6% | +16.7% |
| YTD | +20.2% | -24.3% | +44.5% | +17.4% |
| 1Y | +25.0% | +155.6% | -130.6% | +3.1% |
| 3Y | +66.0% | -18.3% | +84.2% | +44.1% |
| 5Y | +40.0% | -41.3% | +81.3% | +18.2% |
| All | +40.0% | -41.1% | +81.1% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling