+23.7%
IWM vs RBA
+46.2%
-22.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.2% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +0.6% | +6.8% | -6.2% | -1.4% |
| 3M | -7.8% | +9.5% | -17.2% | -10.5% |
| 6M | -1.0% | -8.2% | +7.2% | +0.5% |
| YTD | +13.9% | -7.7% | +21.6% | +14.8% |
| 1Y | +15.4% | -6.9% | +22.3% | +16.0% |
| 3Y | +70.2% | +61.6% | +8.6% | +44.3% |
| 5Y | +23.7% | +44.7% | -21.0% | +11.8% |
| All | +23.7% | +46.2% | -22.5% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling