+165.3%
IWM vs TRI
+191.2%
-26.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.5% | -14.4% | +11.8% | +2.2% |
| 30D | -4.4% | -8.1% | +3.7% | -2.3% |
| 3M | +2.2% | +17.5% | -15.3% | -5.3% |
| 6M | +14.0% | -5.0% | +19.0% | +13.0% |
| YTD | +17.4% | -24.7% | +42.1% | +27.4% |
| 1Y | +22.9% | -41.5% | +64.4% | +50.3% |
| 3Y | +62.1% | -20.3% | +82.4% | +62.6% |
| 5Y | +38.2% | -10.9% | +49.1% | +27.8% |
| All | +165.3% | +191.2% | -26.0% | +50.2% |
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