+68.9%
IWM vs TLN
+583.6%
-514.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.3% |
| 7D | +0.1% | +7.1% | -7.0% | -1.0% |
| 30D | -1.3% | -3.9% | +2.6% | -0.8% |
| 3M | +1.6% | -16.2% | +17.8% | +3.8% |
| 6M | +13.6% | -5.8% | +19.4% | +13.4% |
| YTD | +20.8% | -15.4% | +36.2% | +21.9% |
| 1Y | +26.4% | -16.7% | +43.1% | +27.5% |
| 3Y | +60.7% | +473.8% | -413.1% | +17.0% |
| All | +68.9% | +583.6% | -514.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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