+166.9%
IWM vs ROP
+134.1%
+32.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.0% |
| 7D | +1.4% | -5.4% | +6.8% | +4.3% |
| 30D | -2.3% | -1.6% | -0.6% | -1.7% |
| 3M | +4.0% | +18.8% | -14.9% | -6.4% |
| 6M | +17.9% | +8.2% | +9.7% | +11.1% |
| YTD | +20.2% | -10.5% | +30.7% | +25.1% |
| 1Y | +25.0% | -23.7% | +48.7% | +42.6% |
| 3Y | +66.0% | -17.9% | +83.8% | +79.6% |
| 5Y | +40.0% | -15.3% | +55.4% | +46.7% |
| 10Y | +166.9% | +133.4% | +33.5% | +48.5% |
| All | +166.9% | +134.1% | +32.7% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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