+38.2%
IWM vs TRI
-10.1%
+48.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -1.1% | -8.4% | +7.3% | +0.4% |
| 30D | -3.1% | -6.5% | +3.4% | -2.1% |
| 3M | +2.2% | +18.6% | -16.4% | -2.7% |
| 6M | +15.1% | -10.4% | +25.5% | +17.6% |
| YTD | +18.6% | -23.7% | +42.3% | +28.7% |
| 1Y | +24.0% | -42.5% | +66.4% | +51.5% |
| 3Y | +63.7% | -19.3% | +83.0% | +59.6% |
| 5Y | +38.2% | -9.7% | +47.9% | +16.0% |
| All | +38.2% | -10.1% | +48.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling