+20.0%
IWM vs RBA
+37.7%
-17.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | -2.0% | +4.3% | -6.3% | -3.2% |
| 30D | -1.5% | +16.3% | -17.8% | -5.9% |
| 3M | -8.0% | +1.3% | -9.3% | -8.7% |
| 6M | -4.1% | -11.1% | +7.0% | -1.7% |
| YTD | +11.9% | -8.5% | +20.4% | +13.1% |
| 1Y | +15.0% | -2.1% | +17.1% | +13.7% |
| 3Y | +64.2% | +44.6% | +19.6% | +43.4% |
| All | +20.0% | +37.7% | -17.7% | +8.3% |
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