+166.9%
IWM vs TFC
+100.2%
+66.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.6% |
| 7D | +1.4% | +2.2% | -0.8% | +0.3% |
| 30D | -2.3% | -2.5% | +0.2% | -1.2% |
| 3M | +4.0% | +4.5% | -0.6% | +1.3% |
| 6M | +17.9% | +11.0% | +7.0% | +11.3% |
| YTD | +20.2% | +5.9% | +14.3% | +15.9% |
| 1Y | +25.0% | +14.6% | +10.4% | +15.6% |
| 3Y | +66.0% | +96.7% | -30.7% | +16.4% |
| 5Y | +40.0% | +15.6% | +24.5% | +23.0% |
| 10Y | +166.9% | +98.6% | +68.3% | +60.3% |
| All | +166.9% | +100.2% | +66.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling