+69.6%
IWM vs TRI
-10.1%
+79.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +1.6% |
| 30D | +2.3% | +3.7% | -1.4% | +1.8% |
| 3M | -8.3% | +3.7% | -12.0% | -8.9% |
| 6M | -1.3% | +35.1% | -36.5% | -4.9% |
| YTD | +13.5% | -14.0% | +27.5% | +19.2% |
| 1Y | +18.4% | -19.0% | +37.4% | +26.3% |
| 3Y | +69.6% | -12.0% | +81.6% | +76.4% |
| All | +69.6% | -10.1% | +79.8% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling