+781.0%
IWM vs TRI
+561.6%
+219.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -1.3% | +7.9% | -9.1% | -5.2% |
| 3M | +1.6% | +24.1% | -22.5% | -10.6% |
| 6M | +13.6% | +3.8% | +9.7% | +6.3% |
| YTD | +20.8% | -16.9% | +37.6% | +24.0% |
| 1Y | +26.4% | -38.4% | +64.8% | +51.3% |
| 3Y | +60.7% | -12.2% | +72.9% | +54.7% |
| 5Y | +38.2% | -1.8% | +40.0% | +23.8% |
| 10Y | +169.5% | +207.6% | -38.1% | +26.3% |
| All | +781.0% | +561.6% | +219.4% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling