+64.2%
IWM vs RRC
+36.3%
+27.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.5% |
| 7D | -2.0% | -10.8% | +8.8% | -0.1% |
| 30D | -1.5% | +22.3% | -23.8% | -5.4% |
| 3M | -8.0% | +26.6% | -34.6% | -12.5% |
| 6M | -4.1% | +18.9% | -23.0% | -7.8% |
| YTD | +11.9% | +39.2% | -27.3% | +2.5% |
| 1Y | +15.0% | +34.0% | -18.9% | +6.2% |
| 3Y | +64.2% | +42.0% | +22.2% | +47.4% |
| All | +64.2% | +36.3% | +27.9% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling