+885.6%
IWM vs TECK
+1,995.8%
-1,110.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +1.9% | -5.7% | +7.6% | +3.0% |
| 3M | -5.7% | -3.6% | -2.1% | -5.3% |
| 6M | -0.3% | -2.2% | +1.9% | -0.7% |
| YTD | +15.8% | +33.6% | -17.8% | +7.2% |
| 1Y | +17.1% | +49.0% | -31.9% | +5.8% |
| 3Y | +73.1% | +85.4% | -12.3% | +46.2% |
| 5Y | +25.9% | +138.5% | -112.6% | -2.6% |
| 10Y | +151.9% | +218.0% | -66.1% | +65.3% |
| All | +885.6% | +1,995.8% | -1,110.1% | +353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling