+155.4%
IWM vs RBA
+225.5%
-70.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.3% | +3.2% | -2.9% | -0.7% |
| 30D | +0.6% | +12.0% | -11.4% | -3.3% |
| 3M | -6.2% | +2.9% | -9.1% | -7.5% |
| 6M | -0.8% | -6.3% | +5.5% | +0.2% |
| YTD | +14.8% | -5.9% | +20.6% | +15.0% |
| 1Y | +16.1% | -3.9% | +20.0% | +15.6% |
| 3Y | +71.5% | +64.9% | +6.6% | +40.6% |
| 5Y | +25.8% | +48.5% | -22.7% | +3.7% |
| 10Y | +155.4% | +211.8% | -56.4% | +49.6% |
| All | +155.4% | +225.5% | -70.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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