+71.5%
IWM vs ROIV
+379.0%
-307.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.1% |
| 7D | +0.3% | +14.3% | -14.0% | -2.9% |
| 30D | +0.6% | +16.2% | -15.6% | -3.0% |
| 3M | -6.2% | +15.1% | -21.3% | -10.0% |
| 6M | -0.8% | +44.2% | -45.0% | -11.0% |
| YTD | +14.8% | +89.8% | -75.1% | -5.6% |
| 1Y | +16.1% | +94.6% | -78.4% | -5.5% |
| 3Y | +71.5% | +367.5% | -296.0% | -0.3% |
| All | +71.5% | +379.0% | -307.4% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling