+38.2%
IWM vs RSG
+89.5%
-51.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -4.4% | +2.8% | -7.2% | -5.1% |
| 3M | +2.2% | +4.3% | -2.1% | +0.8% |
| 6M | +14.0% | -0.5% | +14.6% | +13.9% |
| YTD | +17.4% | +5.2% | +12.1% | +14.8% |
| 1Y | +22.9% | -2.1% | +25.1% | +23.3% |
| 3Y | +62.1% | +56.5% | +5.6% | +31.5% |
| 5Y | +38.2% | +89.5% | -51.3% | +2.2% |
| All | +38.2% | +89.5% | -51.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling