+166.4%
IWM vs TRV
+306.9%
-140.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.6% |
| 7D | -2.4% | +1.9% | -4.3% | -3.3% |
| 30D | -4.6% | +1.7% | -6.3% | -5.4% |
| 3M | -0.3% | +23.9% | -24.2% | -10.6% |
| 6M | +14.7% | +26.3% | -11.5% | +1.6% |
| YTD | +17.8% | +30.8% | -13.0% | +2.3% |
| 1Y | +21.2% | +36.3% | -15.1% | +2.8% |
| 3Y | +62.3% | +145.0% | -82.7% | -1.1% |
| 5Y | +38.7% | +163.9% | -125.2% | -20.7% |
| All | +166.4% | +306.9% | -140.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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