+808.3%
IWM vs RRX
+1,414.9%
-606.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +3.4% | -3.4% | -1.5% |
| 30D | -1.3% | -11.1% | +9.9% | +4.2% |
| 3M | +1.6% | -23.7% | +25.3% | +12.6% |
| 6M | +13.6% | -22.0% | +35.5% | +22.2% |
| YTD | +20.8% | +16.5% | +4.3% | +5.7% |
| 1Y | +26.4% | +11.5% | +14.9% | +12.0% |
| 3Y | +60.7% | +1.5% | +59.2% | +39.4% |
| 5Y | +38.2% | +18.3% | +19.9% | +7.4% |
| 10Y | +169.5% | +209.8% | -40.3% | +22.1% |
| All | +808.3% | +1,414.9% | -606.6% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling