+22.9%
IWM vs TRI
-42.8%
+65.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -2.5% | -14.4% | +11.8% | -2.5% |
| 30D | -4.4% | -8.1% | +3.7% | -4.4% |
| 3M | +2.2% | +17.5% | -15.3% | +2.3% |
| 6M | +14.0% | -5.0% | +19.0% | +15.3% |
| YTD | +17.4% | -24.7% | +42.1% | +21.9% |
| 1Y | +22.9% | -41.5% | +64.4% | +28.5% |
| All | +22.9% | -42.8% | +65.7% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling