+63.3%
IWM vs RNG
+122.1%
-58.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -1.1% | -4.1% | +2.9% | -0.6% |
| 30D | -3.1% | +8.6% | -11.8% | -4.4% |
| 3M | +2.2% | +78.0% | -75.8% | -6.7% |
| 6M | +15.1% | +67.0% | -52.0% | +5.0% |
| YTD | +18.6% | +142.4% | -123.9% | -1.0% |
| 1Y | +24.0% | +120.4% | -96.5% | +5.4% |
| All | +63.3% | +122.1% | -58.7% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling