+763.2%
IWM vs RL
+3,881.1%
-3,118.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | +0.6% | +7.6% | -7.0% | -2.1% |
| 3M | -6.2% | -1.5% | -4.7% | -6.0% |
| 6M | -0.8% | +12.1% | -12.8% | -5.9% |
| YTD | +14.8% | +13.9% | +0.8% | +7.7% |
| 1Y | +16.1% | +20.7% | -4.5% | +6.6% |
| 3Y | +71.5% | +260.6% | -189.0% | +2.8% |
| 5Y | +25.8% | +248.9% | -223.1% | -25.6% |
| 10Y | +155.4% | +355.9% | -200.5% | +24.7% |
| All | +763.2% | +3,881.1% | -3,118.0% | +125.9% |
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