+143.5%
IWM vs RSG
+452.6%
-309.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +2.5% | -1.1% | +0.2% |
| 30D | +2.3% | +12.7% | -10.4% | -4.0% |
| 3M | -8.3% | +17.9% | -26.2% | -16.0% |
| 6M | -1.3% | +25.0% | -26.3% | -13.0% |
| YTD | +13.5% | +20.8% | -7.3% | +1.2% |
| 1Y | +18.4% | +24.3% | -5.9% | +3.7% |
| 3Y | +69.6% | +65.3% | +4.4% | +21.3% |
| 5Y | +23.3% | +99.1% | -75.8% | -23.3% |
| All | +143.5% | +452.6% | -309.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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