+106.1%
IWM vs RKT
-8.7%
+114.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +1.4% | +6.0% | -4.6% | +0.6% |
| 30D | -2.3% | +0.7% | -2.9% | -2.5% |
| 3M | +4.0% | +11.8% | -7.9% | +1.7% |
| 6M | +17.9% | -7.6% | +25.6% | +18.1% |
| YTD | +20.2% | -28.7% | +48.9% | +24.1% |
| 1Y | +25.0% | -32.6% | +57.5% | +29.5% |
| 3Y | +66.0% | +42.1% | +23.9% | +50.2% |
| 5Y | +40.0% | -7.2% | +47.2% | +25.7% |
| All | +106.1% | -8.7% | +114.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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