+741.9%
IWM vs RVTY
+666.1%
+75.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | -1.5% | +1.0% | -2.5% | -2.0% |
| 3M | -8.0% | +35.8% | -43.8% | -18.0% |
| 6M | -4.1% | +56.7% | -60.8% | -19.2% |
| YTD | +11.9% | +60.7% | -48.8% | -7.4% |
| 1Y | +15.0% | +73.7% | -58.7% | -7.5% |
| 3Y | +64.2% | +82.8% | -18.6% | +26.8% |
| 5Y | +20.4% | -7.0% | +27.4% | +14.8% |
| 10Y | +168.0% | +212.3% | -44.3% | +64.3% |
| All | +741.9% | +666.1% | +75.9% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling