+23.8%
IWM vs ROP
+1.9%
+21.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +2.3% | +28.8% | -26.5% | -8.0% |
| 3M | -8.3% | +21.1% | -29.4% | -15.6% |
| 6M | -1.3% | +52.5% | -53.9% | -19.3% |
| YTD | +13.5% | +8.9% | +4.6% | +10.2% |
| 1Y | +18.4% | +8.2% | +10.2% | +15.3% |
| 3Y | +69.6% | -5.2% | +74.8% | +76.3% |
| All | +23.8% | +1.9% | +21.9% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling