+165.3%
IWM vs TNA
+84.1%
+81.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | 0.0% |
| 7D | -2.5% | -7.6% | +5.1% | +0.1% |
| 30D | -4.4% | -13.6% | +9.2% | +0.3% |
| 3M | +2.2% | +2.8% | -0.6% | +0.7% |
| 6M | +14.0% | +34.5% | -20.5% | +1.4% |
| YTD | +17.4% | +41.0% | -23.7% | +2.1% |
| 1Y | +22.9% | +52.0% | -29.1% | +3.1% |
| 3Y | +62.1% | +103.5% | -41.4% | +11.7% |
| 5Y | +38.2% | -22.5% | +60.7% | +17.2% |
| All | +165.3% | +84.1% | +81.2% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling