+16.9%
IWM vs TPR
+31.4%
-14.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +2.8% |
| 7D | +1.2% | +12.7% | -11.5% | -0.8% |
| 30D | +1.3% | +17.1% | -15.8% | -1.5% |
| 3M | -6.1% | -15.9% | +9.8% | -3.1% |
| 6M | -0.1% | +2.6% | -2.7% | -2.3% |
| YTD | +15.5% | +7.5% | +8.1% | +12.5% |
| All | +16.9% | +31.4% | -14.5% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling