+16.1%
IWM vs TEM
+6.2%
+9.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.1% |
| 7D | +0.3% | +3.5% | -3.2% | -0.2% |
| 30D | +0.6% | +13.5% | -13.0% | -1.2% |
| 3M | -6.2% | +46.3% | -52.5% | -11.7% |
| 6M | -0.8% | +61.5% | -62.3% | -9.0% |
| YTD | +14.8% | +36.4% | -21.6% | +6.4% |
| 1Y | +16.1% | +12.2% | +3.9% | +14.0% |
| All | +16.1% | +6.2% | +9.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling