+741.9%
IWM vs ROP
+3,420.6%
-2,678.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.5% |
| 7D | -2.0% | +2.1% | -4.2% | -3.2% |
| 30D | -1.5% | +32.9% | -34.4% | -15.4% |
| 3M | -8.0% | +20.3% | -28.3% | -17.2% |
| 6M | -4.1% | +36.8% | -40.9% | -20.4% |
| YTD | +11.9% | +8.1% | +3.8% | +3.9% |
| 1Y | +15.0% | +8.3% | +6.8% | +6.7% |
| 3Y | +64.2% | -3.2% | +67.4% | +60.3% |
| 5Y | +20.4% | +1.7% | +18.7% | +13.6% |
| 10Y | +168.0% | +199.2% | -31.2% | +40.0% |
| All | +741.9% | +3,420.6% | -2,678.7% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling