+165.3%
IWM vs RRX
+216.7%
-51.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | -2.5% | -3.7% | +1.2% | -0.9% |
| 30D | -4.4% | -9.3% | +4.9% | -0.5% |
| 3M | +2.2% | -21.8% | +24.0% | +11.2% |
| 6M | +14.0% | -22.0% | +36.0% | +22.1% |
| YTD | +17.4% | +11.9% | +5.4% | +4.8% |
| 1Y | +22.9% | +11.6% | +11.3% | +9.0% |
| 3Y | +62.1% | +2.2% | +59.9% | +41.1% |
| 5Y | +38.2% | +14.9% | +23.3% | +8.8% |
| All | +165.3% | +216.7% | -51.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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