+94.4%
IWM vs TE
-53.0%
+147.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +0.4% |
| 30D | -1.3% | -15.9% | +14.7% | +0.1% |
| 3M | +1.6% | -60.5% | +62.2% | +9.3% |
| 6M | +13.6% | -35.2% | +48.8% | +14.1% |
| YTD | +20.8% | -31.1% | +51.9% | +19.1% |
| 1Y | +26.4% | +148.6% | -122.2% | +4.7% |
| 3Y | +60.7% | -26.4% | +87.1% | +39.8% |
| 5Y | +38.2% | -48.0% | +86.2% | +20.1% |
| All | +94.4% | -53.0% | +147.4% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling