+804.2%
IWM vs TSCO
+22,245.5%
-21,441.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | -2.3% | +2.8% | -5.1% | -3.2% |
| 3M | +4.0% | +17.9% | -13.9% | -1.5% |
| 6M | +17.9% | -28.6% | +46.5% | +29.4% |
| YTD | +20.2% | -28.0% | +48.3% | +31.0% |
| 1Y | +25.0% | -39.9% | +64.8% | +43.9% |
| 3Y | +66.0% | -14.0% | +80.0% | +68.8% |
| 5Y | +40.0% | -2.9% | +43.0% | +35.4% |
| 10Y | +166.9% | +199.5% | -32.6% | +78.4% |
| All | +804.2% | +22,245.5% | -21,441.4% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TSCO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling