+208.9%
IWM vs RNG
+343.0%
-134.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +2.8% | +2.3% | +0.5% | +2.3% |
| 30D | +0.6% | -3.4% | +4.0% | +1.1% |
| 3M | -7.8% | +20.9% | -28.7% | -11.3% |
| 6M | -1.0% | +82.2% | -83.2% | -12.9% |
| YTD | +13.9% | +164.6% | -150.8% | -9.0% |
| 1Y | +15.4% | +177.0% | -161.6% | -8.7% |
| 3Y | +70.2% | +177.4% | -107.2% | +30.2% |
| 5Y | +23.7% | -72.3% | +96.0% | +34.2% |
| 10Y | +147.8% | +238.9% | -91.1% | +49.7% |
| All | +208.9% | +343.0% | -134.1% | +74.3% |
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 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