+153.1%
IWM vs TER
+899.5%
-746.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.3% |
| 7D | -2.0% | -20.5% | +18.4% | +4.1% |
| 30D | -1.5% | -47.0% | +45.6% | +17.0% |
| 3M | -8.0% | -43.3% | +35.3% | +5.7% |
| 6M | -4.1% | -42.9% | +38.8% | +6.1% |
| YTD | +11.9% | +12.9% | -0.9% | -4.1% |
| 1Y | +15.0% | +18.2% | -3.1% | -3.3% |
| 3Y | +64.2% | +151.8% | -87.6% | -3.0% |
| 5Y | +20.4% | +54.2% | -33.8% | -18.6% |
| All | +153.1% | +899.5% | -746.4% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling