+741.9%
IWM vs ROK
+4,141.7%
-3,399.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | -2.0% | -13.8% | +11.8% | +4.5% |
| 30D | -1.5% | -14.9% | +13.5% | +5.6% |
| 3M | -8.0% | -14.7% | +6.7% | -1.7% |
| 6M | -4.1% | -17.7% | +13.6% | +3.5% |
| YTD | +11.9% | -2.5% | +14.4% | +10.9% |
| 1Y | +15.0% | +2.3% | +12.8% | +11.4% |
| 3Y | +64.2% | +52.7% | +11.5% | +28.0% |
| 5Y | +20.4% | +20.5% | -0.1% | +2.3% |
| 10Y | +168.0% | +284.0% | -116.0% | +27.8% |
| All | +741.9% | +4,141.7% | -3,399.8% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling