+66.2%
IWM vs ROIV
+232.7%
-166.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -1.3% | +1.0% | -2.2% | -1.4% |
| 3M | +1.6% | +18.3% | -16.7% | -0.6% |
| 6M | +13.6% | +18.3% | -4.8% | +10.9% |
| YTD | +20.8% | +61.0% | -40.2% | +13.3% |
| 1Y | +26.4% | +177.9% | -151.5% | +11.1% |
| 3Y | +60.7% | +199.1% | -138.4% | +38.4% |
| 5Y | +38.2% | +250.7% | -212.5% | +9.1% |
| All | +66.2% | +232.7% | -166.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling