+812.3%
IWM vs TNA
+1,004.3%
-192.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -1.3% | -4.9% | +3.7% | +0.3% |
| 3M | +1.6% | +0.4% | +1.2% | +0.8% |
| 6M | +13.6% | +32.5% | -19.0% | +1.5% |
| YTD | +20.8% | +53.7% | -33.0% | +2.1% |
| 1Y | +26.4% | +65.1% | -38.7% | +3.1% |
| 3Y | +60.7% | +98.4% | -37.8% | +11.7% |
| 5Y | +38.2% | -22.5% | +60.7% | +17.1% |
| 10Y | +169.5% | +82.5% | +86.9% | +28.5% |
| All | +812.3% | +1,004.3% | -192.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling