+143.5%
IWM vs ROK
+264.0%
-120.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | +7.1% | -5.7% | -1.9% |
| 30D | +2.3% | -5.0% | +7.2% | +4.2% |
| 3M | -8.3% | -9.4% | +1.1% | -4.6% |
| 6M | -1.3% | -11.0% | +9.7% | +2.9% |
| YTD | +13.5% | +4.4% | +9.1% | +8.5% |
| 1Y | +18.4% | +7.4% | +11.0% | +11.6% |
| 3Y | +69.6% | +61.0% | +8.6% | +26.1% |
| 5Y | +23.3% | +30.4% | -7.1% | -0.8% |
| All | +143.5% | +264.0% | -120.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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