+155.4%
IWM vs C
+218.0%
-62.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.3% | -0.4% | +0.6% | +0.5% |
| 30D | +0.6% | -5.2% | +5.8% | +3.2% |
| 3M | -6.2% | -9.1% | +2.9% | -1.9% |
| 6M | -0.8% | -1.6% | +0.8% | -0.8% |
| YTD | +14.8% | +6.9% | +7.8% | +9.0% |
| 1Y | +16.1% | +23.0% | -6.8% | +2.6% |
| 3Y | +71.5% | +216.1% | -144.6% | -8.7% |
| 5Y | +25.8% | +112.2% | -86.5% | -19.6% |
| 10Y | +155.4% | +208.8% | -53.4% | +29.5% |
| All | +155.4% | +218.0% | -62.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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