+64.2%
IWM vs ROP
-3.8%
+68.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.7% |
| 7D | -2.0% | +2.1% | -4.2% | -2.6% |
| 30D | -1.5% | +32.9% | -34.4% | -8.7% |
| 3M | -8.0% | +20.0% | -28.0% | -12.5% |
| 6M | -4.1% | +36.4% | -40.5% | -12.8% |
| YTD | +11.9% | +7.8% | +4.1% | +13.1% |
| 1Y | +15.0% | +8.0% | +7.0% | +16.1% |
| 3Y | +64.2% | -3.5% | +67.7% | +74.4% |
| All | +64.2% | -3.8% | +68.0% | +74.4% |
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