+38.2%
IWM vs TECK
+213.6%
-175.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | -1.1% | +4.9% | -6.0% | -2.3% |
| 30D | -3.1% | +5.2% | -8.3% | -4.4% |
| 3M | +2.2% | +13.8% | -11.6% | -1.6% |
| 6M | +15.1% | +38.5% | -23.4% | +4.9% |
| YTD | +18.6% | +47.3% | -28.8% | +5.9% |
| 1Y | +24.0% | +81.0% | -57.0% | +4.7% |
| 3Y | +63.7% | +79.9% | -16.1% | +34.4% |
| 5Y | +38.2% | +207.9% | -169.7% | -0.1% |
| All | +38.2% | +213.6% | -175.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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