+56.2%
IWM vs ROIV
+276.5%
-220.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +1.4% | +1.7% | -0.3% | +1.2% |
| 30D | +2.3% | +17.6% | -15.3% | +0.3% |
| 3M | -8.3% | +9.0% | -17.3% | -9.6% |
| 6M | -1.3% | +35.3% | -36.6% | -5.5% |
| YTD | +13.5% | +82.2% | -68.7% | +4.6% |
| 1Y | +18.4% | +92.3% | -73.9% | +8.4% |
| 3Y | +69.6% | +336.8% | -267.2% | +41.1% |
| 5Y | +23.3% | +370.6% | -347.3% | -6.3% |
| All | +56.2% | +276.5% | -220.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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