+18.9%
IWM vs TER
+42.7%
-23.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.8% | +8.3% | +2.5% |
| 7D | +1.0% | -19.9% | +20.8% | +4.0% |
| 30D | +0.2% | -43.5% | +43.8% | +8.4% |
| 3M | -5.6% | -37.8% | +32.2% | +0.1% |
| 6M | +2.7% | -25.6% | +28.3% | +3.3% |
| YTD | +16.2% | +29.8% | -13.7% | +1.2% |
| 1Y | +18.9% | +43.2% | -24.2% | +0.8% |
| All | +18.9% | +42.7% | -23.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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