+100.7%
IWM vs TXG
+27.0%
+73.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.2% |
| 7D | -2.4% | +9.5% | -11.9% | -4.1% |
| 30D | -4.6% | +18.8% | -23.3% | -7.8% |
| 3M | -0.3% | +136.1% | -136.4% | -16.3% |
| 6M | +14.7% | +235.2% | -220.5% | -10.9% |
| YTD | +17.8% | +320.5% | -302.7% | -13.0% |
| 1Y | +21.2% | +425.2% | -404.0% | -15.5% |
| 3Y | +62.3% | +42.9% | +19.4% | +36.4% |
| 5Y | +38.7% | -62.8% | +101.5% | +36.6% |
| All | +100.7% | +27.0% | +73.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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