+808.3%
IWM vs ROP
+2,901.0%
-2,092.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +2.1% |
| 7D | +0.1% | -4.4% | +4.5% | +2.4% |
| 30D | -1.3% | +3.2% | -4.5% | -3.1% |
| 3M | +1.6% | +23.1% | -21.4% | -9.9% |
| 6M | +13.6% | +13.3% | +0.2% | +4.4% |
| YTD | +20.8% | -7.9% | +28.6% | +22.7% |
| 1Y | +26.4% | -22.1% | +48.5% | +40.0% |
| 3Y | +60.7% | -16.8% | +77.5% | +70.9% |
| 5Y | +38.2% | -13.5% | +51.7% | +42.7% |
| 10Y | +169.5% | +137.7% | +31.8% | +59.7% |
| All | +808.3% | +2,901.0% | -2,092.7% | +75.0% |
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