+23.7%
IWM vs RL
+243.2%
-219.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +2.8% | +2.4% | +0.4% | +1.8% |
| 30D | +0.6% | +4.6% | -3.9% | -1.2% |
| 3M | -7.8% | -1.1% | -6.7% | -7.7% |
| 6M | -1.0% | +16.5% | -17.5% | -7.8% |
| YTD | +13.9% | +11.4% | +2.5% | +7.1% |
| 1Y | +15.4% | +16.1% | -0.6% | +6.6% |
| 3Y | +70.2% | +252.6% | -182.4% | -5.8% |
| 5Y | +23.7% | +244.9% | -221.2% | -34.3% |
| All | +23.7% | +243.2% | -219.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling