+69.6%
IWM vs TXG
+65.2%
+4.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +1.4% | -1.8% | +3.3% | +1.7% |
| 30D | +2.3% | -20.4% | +22.7% | +5.4% |
| 3M | -8.3% | +0.1% | -8.4% | -10.0% |
| 6M | -1.3% | +176.2% | -177.5% | -20.2% |
| YTD | +13.5% | +256.8% | -243.3% | -13.6% |
| 1Y | +18.4% | +255.9% | -237.5% | -10.2% |
| 3Y | +69.6% | +60.2% | +9.4% | +39.1% |
| All | +69.6% | +65.2% | +4.4% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling