+166.4%
IWM vs RSG
+428.9%
-262.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | 0.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.6% | +4.0% | -8.5% | -6.5% |
| 3M | -0.3% | +7.4% | -7.7% | -4.4% |
| 6M | +14.7% | +0.1% | +14.6% | +13.5% |
| YTD | +17.8% | +6.0% | +11.8% | +12.6% |
| 1Y | +21.2% | -3.0% | +24.2% | +21.5% |
| 3Y | +62.3% | +56.5% | +5.8% | +18.3% |
| 5Y | +38.7% | +90.9% | -52.2% | -13.5% |
| All | +166.4% | +428.9% | -262.6% | -14.3% |
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