+151.9%
IWM vs RVTY
+219.6%
-67.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +1.9% | +1.7% | +0.1% | +0.9% |
| 3M | -5.7% | +36.8% | -42.5% | -17.5% |
| 6M | -0.3% | +60.1% | -60.4% | -18.8% |
| YTD | +15.8% | +64.0% | -48.2% | -7.7% |
| 1Y | +17.1% | +68.2% | -51.1% | -7.9% |
| 3Y | +73.1% | +88.8% | -15.7% | +25.2% |
| 5Y | +25.9% | -10.5% | +36.4% | +22.2% |
| 10Y | +151.9% | +219.7% | -67.8% | +29.2% |
| All | +151.9% | +219.6% | -67.7% | +29.2% |
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