+763.2%
IWM vs ROST
+11,921.5%
-11,158.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +0.3% | +3.2% | -2.9% | -1.0% |
| 30D | +0.6% | +7.4% | -6.8% | -2.3% |
| 3M | -6.2% | -6.1% | -0.2% | -4.3% |
| 6M | -0.8% | +6.2% | -7.0% | -4.1% |
| YTD | +14.8% | +33.4% | -18.7% | +1.3% |
| 1Y | +16.1% | +48.8% | -32.7% | -1.8% |
| 3Y | +71.5% | +99.5% | -28.0% | +27.9% |
| 5Y | +25.8% | +112.7% | -86.9% | -11.3% |
| 10Y | +155.4% | +316.4% | -161.0% | +33.2% |
| All | +763.2% | +11,921.5% | -11,158.3% | +45.7% |
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