+38.2%
IWM vs TW
+20.0%
+18.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | +2.2% | +3.4% | -1.2% | +0.8% |
| 6M | +15.1% | -18.4% | +33.5% | +20.4% |
| YTD | +18.6% | -3.9% | +22.5% | +18.0% |
| 1Y | +24.0% | -13.3% | +37.3% | +27.1% |
| 3Y | +63.7% | +20.8% | +42.9% | +43.9% |
| 5Y | +38.2% | +20.3% | +17.9% | +20.1% |
| All | +38.2% | +20.0% | +18.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling