+23.7%
IWM vs TRV
+180.6%
-157.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +0.6% | +8.0% | -7.4% | -1.7% |
| 3M | -7.8% | +9.3% | -17.1% | -10.3% |
| 6M | -1.0% | +36.2% | -37.2% | -10.9% |
| YTD | +13.9% | +40.6% | -26.7% | +1.1% |
| 1Y | +15.4% | +43.1% | -27.6% | +1.8% |
| 3Y | +70.2% | +149.6% | -79.4% | +19.6% |
| 5Y | +23.7% | +181.6% | -158.0% | -19.6% |
| All | +23.7% | +180.6% | -157.0% | -19.6% |
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