+746.8%
IWM vs TPR
+7,380.8%
-6,634.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.8% |
| 30D | -1.3% | -23.0% | +21.7% | +6.6% |
| 3M | +1.6% | -12.5% | +14.1% | +4.9% |
| 6M | +13.6% | -21.4% | +35.0% | +20.8% |
| YTD | +20.8% | -3.5% | +24.3% | +19.5% |
| 1Y | +26.4% | +17.4% | +9.1% | +16.7% |
| 3Y | +60.7% | +291.3% | -230.6% | -3.8% |
| 5Y | +38.2% | +241.9% | -203.7% | -16.5% |
| 10Y | +169.5% | +322.7% | -153.2% | +32.4% |
| All | +746.8% | +7,380.8% | -6,634.0% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling