+52.5%
IWM vs ROIV
+248.8%
-196.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -4.1% |
| 7D | -4.6% | -2.4% | -2.2% | -4.3% |
| 30D | -3.7% | +3.1% | -6.8% | -4.1% |
| 3M | -9.4% | +5.8% | -15.2% | -10.3% |
| 6M | -3.6% | +29.3% | -32.9% | -7.1% |
| YTD | +10.8% | +68.8% | -57.9% | +3.1% |
| 1Y | +11.9% | +81.0% | -69.1% | +3.2% |
| 3Y | +60.6% | +294.6% | -234.1% | +35.1% |
| 5Y | +19.2% | +373.1% | -353.9% | -8.5% |
| All | +52.5% | +248.8% | -196.2% | +20.4% |
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