+167.5%
IWM vs RCL
+335.6%
-168.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -5.1% | +5.2% | +1.5% |
| 30D | -1.3% | -19.0% | +17.8% | +4.3% |
| 3M | +1.6% | -9.6% | +11.2% | +3.9% |
| 6M | +13.6% | -6.7% | +20.2% | +14.5% |
| YTD | +20.8% | -3.9% | +24.7% | +19.6% |
| 1Y | +26.4% | -25.1% | +51.5% | +33.2% |
| 3Y | +60.7% | +179.1% | -118.4% | +16.9% |
| 5Y | +38.2% | +243.3% | -205.1% | -9.9% |
| All | +167.5% | +335.6% | -168.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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