+21.2%
IWM vs RSG
-1.5%
+22.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.6% | +4.0% | -8.5% | -3.9% |
| 3M | -0.3% | +7.4% | -7.7% | +1.0% |
| 6M | +14.7% | +0.1% | +14.6% | +16.2% |
| YTD | +17.8% | +6.0% | +11.8% | +18.9% |
| 1Y | +21.2% | -3.0% | +24.2% | +24.2% |
| All | +21.2% | -1.5% | +22.7% | +24.2% |
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