+804.2%
IWM vs RSG
+3,235.0%
-2,430.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.4% | -0.7% | +2.2% | +1.8% |
| 30D | -2.3% | +3.3% | -5.6% | -3.8% |
| 3M | +4.0% | +8.5% | -4.5% | -0.6% |
| 6M | +17.9% | -3.5% | +21.5% | +18.7% |
| YTD | +20.2% | +5.5% | +14.7% | +15.6% |
| 1Y | +25.0% | -1.7% | +26.7% | +24.1% |
| 3Y | +66.0% | +56.9% | +9.1% | +28.9% |
| 5Y | +40.0% | +89.4% | -49.3% | -2.2% |
| 10Y | +166.9% | +412.5% | -245.7% | +15.3% |
| All | +804.2% | +3,235.0% | -2,430.8% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling