+64.2%
IWM vs ROIV
+314.9%
-250.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | -0.5% |
| 7D | -2.0% | +5.3% | -7.4% | -3.3% |
| 30D | -1.5% | +11.9% | -13.3% | -4.2% |
| 3M | -8.0% | +10.7% | -18.7% | -11.0% |
| 6M | -4.1% | +34.9% | -39.0% | -12.6% |
| YTD | +11.9% | +79.2% | -67.2% | -6.7% |
| 1Y | +15.0% | +89.0% | -74.0% | -6.0% |
| 3Y | +64.2% | +337.3% | -273.1% | -2.8% |
| All | +64.2% | +314.9% | -250.7% | -2.8% |
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