+38.2%
IWM vs TRV
+154.4%
-116.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -3.1% | -2.3% | -0.8% | -2.4% |
| 3M | +2.2% | +22.7% | -20.5% | -4.9% |
| 6M | +15.1% | +21.9% | -6.9% | +7.0% |
| YTD | +18.6% | +27.5% | -8.9% | +8.4% |
| 1Y | +24.0% | +36.2% | -12.3% | +10.4% |
| 3Y | +63.7% | +140.6% | -76.9% | +14.9% |
| 5Y | +38.2% | +154.5% | -116.3% | -7.7% |
| All | +38.2% | +154.4% | -116.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling