+808.3%
IWM vs RL
+3,388.9%
-2,580.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | -1.3% | -7.8% | +6.5% | +1.5% |
| 3M | +1.6% | -4.0% | +5.6% | +2.6% |
| 6M | +13.6% | -1.9% | +15.4% | +12.9% |
| YTD | +20.8% | -0.2% | +20.9% | +19.1% |
| 1Y | +26.4% | +10.7% | +15.7% | +19.8% |
| 3Y | +60.7% | +210.8% | -150.1% | +1.7% |
| 5Y | +38.2% | +238.2% | -200.0% | -17.5% |
| 10Y | +169.5% | +313.4% | -143.9% | +36.4% |
| All | +808.3% | +3,388.9% | -2,580.7% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling