+25.0%
IWM vs RVTY
+48.7%
-23.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -2.3% | +10.8% | -13.1% | -4.9% |
| 3M | +4.0% | +26.8% | -22.8% | -2.9% |
| 6M | +17.9% | +39.3% | -21.4% | +6.2% |
| YTD | +20.2% | +31.6% | -11.4% | +9.0% |
| 1Y | +25.0% | +47.7% | -22.7% | +8.9% |
| All | +25.0% | +48.7% | -23.7% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling