+16.1%
IWM vs RSP
+19.2%
-3.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +0.3% | +0.7% | -0.5% | -0.6% |
| 30D | +0.6% | +3.7% | -3.1% | -3.9% |
| 3M | -6.2% | +0.7% | -6.9% | -6.9% |
| 6M | -0.8% | +9.0% | -9.8% | -11.8% |
| YTD | +14.8% | +16.7% | -1.9% | -7.3% |
| 1Y | +16.1% | +19.0% | -2.8% | -8.8% |
| All | +16.1% | +19.2% | -3.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling