+808.3%
IWM vs ROST
+11,483.6%
-10,675.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -1.3% | -8.9% | +7.6% | +2.2% |
| 3M | +1.6% | -0.8% | +2.4% | +1.5% |
| 6M | +13.6% | +8.5% | +5.1% | +9.1% |
| YTD | +20.8% | +28.6% | -7.8% | +8.4% |
| 1Y | +26.4% | +52.3% | -25.9% | +6.0% |
| 3Y | +60.7% | +94.8% | -34.2% | +21.1% |
| 5Y | +38.2% | +110.8% | -72.6% | -2.0% |
| 10Y | +169.5% | +304.5% | -135.1% | +42.4% |
| All | +808.3% | +11,483.6% | -10,675.3% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling