+90.2%
IWM vs RVMD
+644.5%
-554.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | -1.3% | +6.4% | -7.7% | -2.4% |
| 3M | +1.6% | +34.9% | -33.3% | -3.8% |
| 6M | +13.6% | +107.6% | -94.0% | -1.9% |
| YTD | +20.8% | +163.7% | -142.9% | -1.6% |
| 1Y | +26.4% | +439.2% | -412.8% | -10.6% |
| 3Y | +60.7% | +499.2% | -438.5% | +6.4% |
| 5Y | +38.2% | +621.7% | -583.5% | -18.2% |
| All | +90.2% | +644.5% | -554.3% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling