+808.2%
IWM vs TNA
+990.0%
-181.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +1.4% | +4.1% | -2.7% | 0.0% |
| 30D | -2.3% | -7.6% | +5.3% | +0.2% |
| 3M | +4.0% | +8.1% | -4.1% | +0.7% |
| 6M | +17.9% | +49.0% | -31.1% | +1.4% |
| YTD | +20.2% | +51.7% | -31.5% | +2.0% |
| 1Y | +25.0% | +59.6% | -34.7% | +3.1% |
| 3Y | +66.0% | +118.9% | -52.9% | +11.6% |
| 5Y | +40.0% | -19.2% | +59.2% | +17.1% |
| 10Y | +166.9% | +77.2% | +89.6% | +28.5% |
| All | +808.2% | +990.0% | -181.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TNA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling