+165.3%
IWM vs RNG
+223.4%
-58.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.5% | -9.6% | +7.0% | -0.8% |
| 30D | -4.4% | +8.8% | -13.2% | -6.0% |
| 3M | +2.2% | +78.6% | -76.4% | -8.9% |
| 6M | +14.0% | +70.3% | -56.3% | +1.2% |
| YTD | +17.4% | +140.3% | -123.0% | -4.3% |
| 1Y | +22.9% | +126.6% | -103.7% | +1.1% |
| 3Y | +62.1% | +120.2% | -58.2% | +29.5% |
| 5Y | +38.2% | -68.3% | +106.5% | +45.5% |
| All | +165.3% | +223.4% | -58.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RNG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling