+165.3%
IWM vs ROST
+308.3%
-143.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.5% | -2.5% | -0.1% | -1.5% |
| 30D | -4.4% | -10.3% | +5.9% | -0.1% |
| 3M | +2.2% | -2.6% | +4.8% | +2.9% |
| 6M | +14.0% | +6.5% | +7.5% | +10.0% |
| YTD | +17.4% | +25.9% | -8.6% | +5.1% |
| 1Y | +22.9% | +52.3% | -29.4% | +1.3% |
| 3Y | +62.1% | +94.6% | -32.5% | +18.5% |
| 5Y | +38.2% | +111.1% | -73.0% | -5.7% |
| All | +165.3% | +308.3% | -143.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling