+151.9%
IWM vs RSP
+216.5%
-64.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | +0.1% |
| 30D | +1.9% | +4.4% | -2.6% | -3.0% |
| 3M | -5.7% | +1.3% | -7.0% | -7.0% |
| 6M | -0.3% | +10.0% | -10.3% | -10.6% |
| YTD | +15.8% | +17.6% | -1.8% | -3.6% |
| 1Y | +17.1% | +19.2% | -2.1% | -4.0% |
| 3Y | +73.1% | +66.0% | +7.0% | -0.7% |
| 5Y | +25.9% | +50.4% | -24.6% | -18.7% |
| 10Y | +151.9% | +215.7% | -63.8% | -28.9% |
| All | +151.9% | +216.5% | -64.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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