+167.7%
IWM vs TRU
+238.0%
-70.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +2.6% |
| 7D | +0.1% | -6.8% | +6.8% | +2.7% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +1.6% | +13.3% | -11.7% | -4.4% |
| 6M | +13.6% | +3.4% | +10.1% | +10.0% |
| YTD | +20.8% | -6.4% | +27.1% | +20.5% |
| 1Y | +26.4% | -9.7% | +36.1% | +27.0% |
| 3Y | +60.7% | +0.1% | +60.5% | +46.9% |
| 5Y | +38.2% | -34.0% | +72.2% | +48.8% |
| 10Y | +169.5% | +147.9% | +21.6% | +74.6% |
| All | +167.7% | +238.0% | -70.3% | +61.1% |
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