+23.8%
IWM vs RCL
+292.5%
-268.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | +2.3% | +17.8% | -15.6% | -2.4% |
| 3M | -8.3% | +4.9% | -13.3% | -9.9% |
| 6M | -1.3% | +23.7% | -25.0% | -7.9% |
| YTD | +13.5% | +17.8% | -4.3% | +5.6% |
| 1Y | +18.4% | +28.9% | -10.5% | +7.0% |
| 3Y | +69.6% | +241.9% | -172.3% | +13.0% |
| All | +23.8% | +292.5% | -268.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling