+165.3%
IWM vs TRU
+144.8%
+20.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.5% | -9.4% | +6.8% | +1.2% |
| 30D | -4.4% | -4.1% | -0.3% | -3.1% |
| 3M | +2.2% | +13.6% | -11.3% | -4.0% |
| 6M | +14.0% | +3.6% | +10.5% | +10.3% |
| YTD | +17.4% | -9.8% | +27.2% | +18.8% |
| 1Y | +22.9% | -13.6% | +36.6% | +25.9% |
| 3Y | +62.1% | -2.0% | +64.0% | +48.9% |
| 5Y | +38.2% | -35.8% | +74.0% | +51.5% |
| All | +165.3% | +144.8% | +20.5% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling