+143.5%
IWM vs TRV
+350.6%
-207.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +2.0% | -0.6% | +0.4% |
| 30D | +2.3% | +6.7% | -4.5% | -0.9% |
| 3M | -8.3% | +9.4% | -17.7% | -12.3% |
| 6M | -1.3% | +37.7% | -39.0% | -16.2% |
| YTD | +13.5% | +40.6% | -27.1% | -5.0% |
| 1Y | +18.4% | +42.4% | -24.0% | -1.6% |
| 3Y | +69.6% | +148.1% | -78.5% | +3.0% |
| 5Y | +23.3% | +181.7% | -158.4% | -31.9% |
| All | +143.5% | +350.6% | -207.0% | +7.8% |
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