+166.9%
IWM vs RVTY
+140.1%
+26.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -2.3% | +10.8% | -13.1% | -6.4% |
| 3M | +4.0% | +26.8% | -22.8% | -6.3% |
| 6M | +17.9% | +39.3% | -21.4% | +1.5% |
| YTD | +20.2% | +31.6% | -11.4% | +5.2% |
| 1Y | +25.0% | +47.7% | -22.7% | +3.6% |
| 3Y | +66.0% | +19.9% | +46.1% | +44.7% |
| 5Y | +40.0% | -32.3% | +72.4% | +53.5% |
| 10Y | +166.9% | +138.4% | +28.4% | +48.4% |
| All | +166.9% | +140.1% | +26.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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