+66.4%
IWM vs RKT
+45.2%
+21.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +0.1% | +2.1% | -2.0% | -0.3% |
| 30D | -1.3% | +1.4% | -2.7% | -1.7% |
| 3M | +1.6% | +6.3% | -4.7% | -0.3% |
| 6M | +13.6% | -15.5% | +29.0% | +15.4% |
| YTD | +20.8% | -27.4% | +48.1% | +25.2% |
| 1Y | +26.4% | -26.6% | +53.0% | +30.0% |
| All | +66.4% | +45.2% | +21.1% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling