+808.3%
IWM vs RBA
+2,950.1%
-2,141.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | -1.3% | -12.3% | +11.0% | +2.8% |
| 3M | +1.6% | -20.5% | +22.1% | +8.5% |
| 6M | +13.6% | -18.5% | +32.1% | +20.1% |
| YTD | +20.8% | -18.2% | +39.0% | +27.0% |
| 1Y | +26.4% | -27.5% | +53.9% | +38.1% |
| 3Y | +60.7% | +38.1% | +22.6% | +40.4% |
| 5Y | +38.2% | +44.8% | -6.6% | +15.7% |
| 10Y | +169.5% | +187.1% | -17.7% | +72.5% |
| All | +808.3% | +2,950.1% | -2,141.8% | +234.4% |
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