+166.9%
IWM vs RRC
+7.9%
+159.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | -2.3% | +9.4% | -11.7% | -3.8% |
| 3M | +4.0% | +7.4% | -3.4% | +2.5% |
| 6M | +17.9% | +1.5% | +16.5% | +17.1% |
| YTD | +20.2% | +19.4% | +0.8% | +15.8% |
| 1Y | +25.0% | +24.2% | +0.7% | +19.3% |
| 3Y | +66.0% | +32.8% | +33.2% | +54.9% |
| 5Y | +40.0% | +152.9% | -112.9% | +14.1% |
| 10Y | +166.9% | +3.9% | +163.0% | +109.4% |
| All | +166.9% | +7.9% | +159.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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