+143.5%
IWM vs RNG
+234.5%
-90.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +1.4% | +4.6% | -3.2% | +0.6% |
| 30D | +2.3% | +0.4% | +1.9% | +2.0% |
| 3M | -8.3% | +11.4% | -19.7% | -10.4% |
| 6M | -1.3% | +95.7% | -97.0% | -14.1% |
| YTD | +13.5% | +162.9% | -149.4% | -9.0% |
| 1Y | +18.4% | +180.3% | -161.9% | -6.4% |
| 3Y | +69.6% | +188.3% | -118.7% | +29.1% |
| 5Y | +23.3% | -72.5% | +95.8% | +33.4% |
| All | +143.5% | +234.5% | -90.9% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling