+105.6%
IWM vs TXG
+16.0%
+89.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | -1.3% | +32.0% | -33.3% | -6.8% |
| 3M | +1.6% | +87.0% | -85.4% | -10.9% |
| 6M | +13.6% | +180.1% | -166.5% | -8.7% |
| YTD | +20.8% | +284.1% | -263.4% | -9.3% |
| 1Y | +26.4% | +361.7% | -335.3% | -9.7% |
| 3Y | +60.7% | +15.9% | +44.8% | +40.5% |
| 5Y | +38.2% | -66.2% | +104.4% | +38.5% |
| All | +105.6% | +16.0% | +89.6% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling