+161.3%
IWM vs RSP
+222.0%
-60.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +0.6% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | +1.3% | +3.7% | -2.4% | -2.8% |
| 3M | -6.1% | +0.8% | -6.8% | -6.9% |
| 6M | -0.1% | +9.1% | -9.2% | -9.5% |
| YTD | +15.5% | +16.7% | -1.2% | -3.0% |
| 1Y | +18.1% | +19.7% | -1.6% | -3.5% |
| 3Y | +74.6% | +66.7% | +7.9% | -0.3% |
| 5Y | +24.6% | +48.7% | -24.1% | -18.5% |
| 10Y | +161.3% | +215.6% | -54.3% | -25.5% |
| All | +161.3% | +222.0% | -60.7% | -25.5% |
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