+728.2%
IWM vs TRI
+584.3%
+143.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.6% |
| 30D | +2.3% | +3.7% | -1.4% | -0.4% |
| 3M | -8.3% | +3.7% | -12.0% | -11.8% |
| 6M | -1.3% | +35.1% | -36.5% | -19.0% |
| YTD | +13.5% | -14.0% | +27.5% | +12.9% |
| 1Y | +18.4% | -19.0% | +37.4% | +21.5% |
| 3Y | +69.6% | -12.0% | +81.6% | +61.1% |
| 5Y | +23.3% | +0.6% | +22.6% | +7.8% |
| 10Y | +147.0% | +225.4% | -78.5% | +10.8% |
| All | +728.2% | +584.3% | +143.9% | +112.5% |
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 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