+151.9%
IWM vs XRT
+145.8%
+6.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.3% | -1.4% | +1.1% | +0.7% |
| 30D | +1.9% | +9.8% | -7.9% | -4.6% |
| 3M | -5.7% | +3.3% | -9.0% | -8.1% |
| 6M | -0.3% | +13.6% | -13.9% | -9.2% |
| YTD | +15.8% | +9.1% | +6.7% | +8.2% |
| 1Y | +17.1% | +15.1% | +2.0% | +5.4% |
| 3Y | +73.1% | +59.9% | +13.1% | +24.4% |
| 5Y | +25.9% | -1.7% | +27.6% | +22.2% |
| 10Y | +151.9% | +141.1% | +10.8% | +15.8% |
| All | +151.9% | +145.8% | +6.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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