+741.9%
IWM vs RCL
+1,951.9%
-1,210.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -2.0% | +6.5% | -8.5% | -3.8% |
| 30D | -1.5% | +15.9% | -17.3% | -5.5% |
| 3M | -8.0% | +2.7% | -10.7% | -9.1% |
| 6M | -4.1% | +15.2% | -19.3% | -8.8% |
| YTD | +11.9% | +19.2% | -7.3% | +3.9% |
| 1Y | +15.0% | +31.6% | -16.6% | +3.6% |
| 3Y | +64.2% | +274.2% | -210.0% | +7.5% |
| 5Y | +20.4% | +250.1% | -229.7% | -24.6% |
| 10Y | +168.0% | +388.4% | -220.4% | +27.4% |
| All | +741.9% | +1,951.9% | -1,210.0% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling