+623.8%
IWM vs TMF
-69.1%
+692.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.5% |
| 7D | -4.6% | +2.7% | -7.3% | -4.3% |
| 30D | -3.7% | +19.3% | -23.0% | -1.4% |
| 3M | -9.4% | -3.7% | -5.7% | -9.7% |
| 6M | -3.6% | -11.3% | +7.7% | -5.0% |
| YTD | +10.8% | -16.6% | +27.4% | +8.4% |
| 1Y | +11.9% | -21.1% | +33.0% | +8.6% |
| 3Y | +60.6% | -26.8% | +87.4% | +57.2% |
| 5Y | +19.2% | -88.0% | +107.2% | -13.7% |
| 10Y | +165.3% | -84.7% | +250.0% | +123.8% |
| All | +623.8% | -69.1% | +692.9% | +755.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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