+23.8%
IWM vs TRI
+0.5%
+23.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | +2.3% | +3.7% | -1.4% | +1.1% |
| 3M | -8.3% | +3.7% | -12.0% | -9.7% |
| 6M | -1.3% | +35.1% | -36.5% | -9.7% |
| YTD | +13.5% | -14.0% | +27.5% | +20.0% |
| 1Y | +18.4% | -19.0% | +37.4% | +28.5% |
| 3Y | +69.6% | -12.0% | +81.6% | +63.3% |
| All | +23.8% | +0.5% | +23.3% | +2.4% |
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 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