+227.5%
IWM vs RNG
+327.7%
-100.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.0% |
| 7D | +0.1% | +5.8% | -5.7% | -1.0% |
| 30D | -1.3% | +19.6% | -20.9% | -4.5% |
| 3M | +1.6% | +67.0% | -65.4% | -8.5% |
| 6M | +13.6% | +88.4% | -74.8% | -1.2% |
| YTD | +20.8% | +155.5% | -134.7% | -2.6% |
| 1Y | +26.4% | +141.7% | -115.3% | +2.7% |
| 3Y | +60.7% | +131.1% | -70.4% | +27.3% |
| 5Y | +38.2% | -70.6% | +108.8% | +47.8% |
| 10Y | +169.5% | +228.2% | -58.7% | +64.1% |
| All | +227.5% | +327.7% | -100.2% | +86.6% |
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