+791.8%
IWM vs TMO
+4,009.9%
-3,218.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -1.1% | -0.5% | -0.7% | -0.9% |
| 30D | -3.1% | +1.0% | -4.1% | -3.7% |
| 3M | +2.2% | +22.7% | -20.5% | -8.1% |
| 6M | +15.1% | +19.0% | -3.9% | +4.2% |
| YTD | +18.6% | +4.7% | +13.8% | +13.9% |
| 1Y | +24.0% | +26.0% | -2.0% | +8.3% |
| 3Y | +63.7% | +18.0% | +45.7% | +44.7% |
| 5Y | +38.2% | +8.0% | +30.2% | +25.0% |
| 10Y | +171.7% | +333.8% | -162.1% | +15.7% |
| All | +791.8% | +4,009.9% | -3,218.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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