+144.3%
IWM vs RL
+342.1%
-197.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | +0.6% | +4.6% | -3.9% | -1.1% |
| 3M | -7.8% | -1.1% | -6.7% | -7.7% |
| 6M | -1.0% | +16.5% | -17.5% | -7.4% |
| YTD | +13.9% | +11.4% | +2.5% | +7.7% |
| 1Y | +15.4% | +16.1% | -0.6% | +7.4% |
| 3Y | +70.2% | +252.6% | -182.4% | +1.9% |
| 5Y | +23.7% | +244.9% | -221.2% | -27.5% |
| All | +144.3% | +342.1% | -197.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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