+741.9%
IWM vs RBA
+3,314.5%
-2,572.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | -2.0% | +4.3% | -6.3% | -3.4% |
| 30D | -1.5% | +16.3% | -17.8% | -6.4% |
| 3M | -8.0% | +1.3% | -9.3% | -8.8% |
| 6M | -4.1% | -11.1% | +7.0% | -1.6% |
| YTD | +11.9% | -8.5% | +20.4% | +13.2% |
| 1Y | +15.0% | -2.1% | +17.1% | +13.8% |
| 3Y | +64.2% | +44.6% | +19.6% | +41.2% |
| 5Y | +20.4% | +36.8% | -16.4% | +2.6% |
| 10Y | +168.0% | +227.3% | -59.3% | +64.0% |
| All | +741.9% | +3,314.5% | -2,572.6% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling