+18.4%
IWM vs RSG
+24.9%
-6.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +2.5% | -1.1% | +1.9% |
| 30D | +2.3% | +12.7% | -10.4% | +4.5% |
| 3M | -8.3% | +17.9% | -26.2% | -5.5% |
| 6M | -1.3% | +25.0% | -26.3% | +2.6% |
| YTD | +13.5% | +20.8% | -7.3% | +17.4% |
| 1Y | +18.4% | +24.3% | -5.9% | +22.3% |
| All | +18.4% | +24.9% | -6.5% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling