+71.5%
IWM vs TPR
+416.0%
-344.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.3% | +12.1% | -11.8% | -2.8% |
| 30D | +0.6% | +16.7% | -16.1% | -3.6% |
| 3M | -6.2% | -17.4% | +11.2% | -2.0% |
| 6M | -0.8% | +2.3% | -3.0% | -3.0% |
| YTD | +14.8% | +7.1% | +7.6% | +9.8% |
| 1Y | +16.1% | +29.5% | -13.3% | +4.6% |
| All | +71.5% | +416.0% | -344.5% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling