+756.6%
IWM vs RRX
+1,583.0%
-826.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +2.8% | +12.6% | -9.9% | -2.8% |
| 30D | +0.6% | +10.6% | -9.9% | -4.9% |
| 3M | -7.8% | +4.6% | -12.4% | -10.9% |
| 6M | -1.0% | -13.6% | +12.6% | +2.0% |
| YTD | +13.9% | +29.4% | -15.5% | -6.3% |
| 1Y | +15.4% | +31.9% | -16.5% | -6.2% |
| 3Y | +70.2% | +68.3% | +2.0% | +15.6% |
| 5Y | +23.7% | +13.2% | +10.4% | -2.0% |
| 10Y | +147.8% | +209.9% | -62.2% | +11.5% |
| All | +756.6% | +1,583.0% | -826.4% | +64.9% |
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