+104.1%
IWM vs TW
+211.2%
-107.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -3.1% | -0.6% | -2.5% | -3.0% |
| 3M | +2.2% | +3.4% | -1.2% | +0.5% |
| 6M | +15.1% | -18.4% | +33.5% | +20.9% |
| YTD | +18.6% | -3.9% | +22.5% | +17.8% |
| 1Y | +24.0% | -13.3% | +37.3% | +27.1% |
| 3Y | +63.7% | +20.8% | +42.9% | +45.5% |
| 5Y | +38.2% | +20.3% | +17.9% | +20.0% |
| All | +104.1% | +211.2% | -107.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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