+95.3%
IWM vs RKT
-9.3%
+104.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.4% | -0.9% |
| 7D | +2.8% | -7.5% | +10.2% | +3.9% |
| 30D | +0.6% | +26.6% | -26.0% | -2.9% |
| 3M | -7.8% | -2.4% | -5.4% | -7.8% |
| 6M | -1.0% | -7.4% | +6.4% | -0.9% |
| YTD | +13.9% | -29.2% | +43.1% | +17.3% |
| 1Y | +15.4% | -23.5% | +39.0% | +17.5% |
| 3Y | +70.2% | +73.9% | -3.7% | +50.2% |
| 5Y | +23.7% | -6.6% | +30.3% | +10.8% |
| All | +95.3% | -9.3% | +104.6% | +72.0% |
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