+23.7%
IWM vs RSP
+48.7%
-25.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.6% |
| 7D | +2.8% | +1.8% | +1.0% | +0.5% |
| 30D | +0.6% | +3.5% | -2.8% | -3.5% |
| 3M | -7.8% | +0.2% | -8.0% | -8.0% |
| 6M | -1.0% | +9.1% | -10.1% | -11.3% |
| YTD | +13.9% | +16.6% | -2.7% | -5.9% |
| 1Y | +15.4% | +17.9% | -2.5% | -5.9% |
| 3Y | +70.2% | +64.6% | +5.6% | -6.3% |
| 5Y | +23.7% | +48.4% | -24.7% | -22.2% |
| All | +23.7% | +48.7% | -25.1% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling