+143.5%
IWM vs TPR
+364.3%
-220.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +2.3% | +15.1% | -12.8% | -2.5% |
| 3M | -8.3% | +3.5% | -11.8% | -9.8% |
| 6M | -1.3% | +0.4% | -1.8% | -3.2% |
| YTD | +13.5% | +4.6% | +8.9% | +9.0% |
| 1Y | +18.4% | +33.1% | -14.7% | +4.9% |
| 3Y | +69.6% | +396.0% | -326.4% | -6.4% |
| 5Y | +23.3% | +230.3% | -207.0% | -25.0% |
| All | +143.5% | +364.3% | -220.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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