+38.2%
IWM vs RRX
+16.5%
+21.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -3.1% | -8.0% | +4.8% | -0.3% |
| 3M | +2.2% | -25.1% | +27.3% | +11.3% |
| 6M | +15.1% | -18.3% | +33.3% | +19.7% |
| YTD | +18.6% | +14.2% | +4.4% | +6.8% |
| 1Y | +24.0% | +13.0% | +10.9% | +11.3% |
| 3Y | +63.7% | +4.2% | +59.5% | +46.4% |
| 5Y | +38.2% | +17.9% | +20.3% | +15.3% |
| All | +38.2% | +16.5% | +21.7% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling