+63.3%
IWM vs RRX
+3.6%
+59.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.6% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -3.1% | -8.0% | +4.8% | -0.7% |
| 3M | +2.2% | -25.1% | +27.3% | +10.0% |
| 6M | +15.1% | -18.3% | +33.3% | +19.0% |
| YTD | +18.6% | +14.2% | +4.4% | +8.3% |
| 1Y | +24.0% | +13.0% | +10.9% | +12.9% |
| All | +63.3% | +3.6% | +59.7% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling