+13.3%
IWM vs ROP
+8.1%
+5.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.0% |
| 7D | -2.0% | +2.1% | -4.2% | -2.0% |
| 30D | -1.5% | +32.9% | -34.4% | -1.8% |
| 3M | -8.0% | +20.3% | -28.3% | -8.3% |
| 6M | -4.1% | +36.8% | -40.9% | -4.3% |
| YTD | +11.9% | +8.1% | +3.8% | +15.1% |
| All | +13.3% | +8.1% | +5.2% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling