+16.9%
IWM vs RVTY
+76.6%
-59.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.4% |
| 7D | +1.2% | +6.0% | -4.8% | -0.1% |
| 30D | +1.3% | +4.3% | -3.0% | +0.3% |
| 3M | -6.1% | +40.2% | -46.3% | -13.2% |
| 6M | -0.1% | +59.3% | -59.4% | -11.1% |
| YTD | +15.5% | +66.5% | -51.0% | -0.6% |
| All | +16.9% | +76.6% | -59.6% | -1.6% |
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