+151.7%
IWM vs TRU
+243.6%
-91.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.3% | +21.3% | -19.0% | -5.6% |
| 3M | -8.3% | +0.2% | -8.6% | -9.4% |
| 6M | -1.3% | +22.4% | -23.7% | -10.9% |
| YTD | +13.5% | -4.8% | +18.3% | +11.6% |
| 1Y | +18.4% | -0.2% | +18.6% | +14.0% |
| 3Y | +69.6% | +57.9% | +11.7% | +28.6% |
| 5Y | +23.3% | -26.1% | +49.4% | +25.3% |
| 10Y | +147.0% | +184.8% | -37.8% | +51.5% |
| All | +151.7% | +243.6% | -91.9% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling