+741.9%
IWM vs RRC
+3,073.8%
-2,331.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.6% |
| 7D | -2.0% | -10.8% | +8.8% | +0.2% |
| 30D | -1.5% | +22.3% | -23.8% | -5.9% |
| 3M | -8.0% | +26.6% | -34.6% | -12.9% |
| 6M | -4.1% | +18.9% | -23.0% | -8.3% |
| YTD | +11.9% | +39.2% | -27.3% | +3.0% |
| 1Y | +15.0% | +34.0% | -18.9% | +6.5% |
| 3Y | +64.2% | +42.0% | +22.2% | +48.0% |
| 5Y | +20.4% | +111.9% | -91.5% | -4.7% |
| 10Y | +168.0% | +62.8% | +105.2% | +87.7% |
| All | +741.9% | +3,073.8% | -2,331.9% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling