+64.1%
IWM vs ROP
-16.7%
+80.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.3% |
| 7D | +0.1% | -4.4% | +4.5% | +1.4% |
| 30D | -1.3% | +3.2% | -4.5% | -2.3% |
| 3M | +1.6% | +23.1% | -21.4% | -5.7% |
| 6M | +13.6% | +13.3% | +0.2% | +8.5% |
| YTD | +20.8% | -7.9% | +28.6% | +27.3% |
| 1Y | +26.4% | -22.1% | +48.5% | +46.3% |
| All | +64.1% | -16.7% | +80.9% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling