+143.5%
IWM vs TRI
+225.2%
-81.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.2% |
| 30D | +2.3% | +3.7% | -1.4% | +0.4% |
| 3M | -8.3% | +3.7% | -12.0% | -10.6% |
| 6M | -1.3% | +35.1% | -36.5% | -14.2% |
| YTD | +13.5% | -14.0% | +27.5% | +17.1% |
| 1Y | +18.4% | -19.0% | +37.4% | +25.7% |
| 3Y | +69.6% | -12.0% | +81.6% | +64.9% |
| 5Y | +23.3% | +0.6% | +22.6% | +9.1% |
| All | +143.5% | +225.2% | -81.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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