+214.1%
IWM vs RNG
+338.4%
-124.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -0.3% | -3.5% | +3.2% | +0.3% |
| 30D | +1.9% | -3.8% | +5.6% | +2.4% |
| 3M | -5.7% | +18.6% | -24.3% | -9.0% |
| 6M | -0.3% | +69.2% | -69.5% | -11.1% |
| YTD | +15.8% | +161.9% | -146.1% | -7.3% |
| 1Y | +17.1% | +176.2% | -159.1% | -7.3% |
| 3Y | +73.1% | +174.5% | -101.5% | +32.7% |
| 5Y | +25.9% | -71.9% | +97.8% | +36.2% |
| 10Y | +151.9% | +235.4% | -83.5% | +52.5% |
| All | +214.1% | +338.4% | -124.4% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling