+25.8%
IWM vs TPR
+268.5%
-242.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.3% | +12.1% | -11.8% | -3.4% |
| 30D | +0.6% | +16.7% | -16.1% | -4.5% |
| 3M | -6.2% | -17.4% | +11.2% | -1.4% |
| 6M | -0.8% | +2.3% | -3.0% | -3.3% |
| YTD | +14.8% | +7.1% | +7.6% | +9.1% |
| 1Y | +16.1% | +29.5% | -13.3% | +3.2% |
| 3Y | +71.5% | +415.0% | -343.5% | -12.3% |
| 5Y | +25.8% | +261.5% | -235.7% | -29.8% |
| All | +25.8% | +268.5% | -242.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling