+85.6%
IWM vs RVMD
+622.3%
-536.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | -4.6% | -0.7% | -3.8% | -4.5% |
| 3M | -0.3% | +36.5% | -36.8% | -5.8% |
| 6M | +14.7% | +104.6% | -89.9% | -0.7% |
| YTD | +17.8% | +155.8% | -138.0% | -3.4% |
| 1Y | +21.2% | +340.7% | -319.5% | -10.8% |
| 3Y | +62.3% | +519.9% | -457.6% | +6.7% |
| 5Y | +38.7% | +584.9% | -546.2% | -17.1% |
| All | +85.6% | +622.3% | -536.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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