+39.6%
IWM vs RVMD
+574.1%
-534.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -3.1% | +0.3% | -3.5% | -3.2% |
| 3M | +2.2% | +38.9% | -36.7% | -3.1% |
| 6M | +15.1% | +108.1% | -93.0% | +0.9% |
| YTD | +18.6% | +160.7% | -142.2% | -1.2% |
| 1Y | +24.0% | +407.3% | -383.3% | -8.7% |
| 3Y | +63.7% | +546.6% | -482.9% | +11.1% |
| All | +39.6% | +574.1% | -534.5% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling