+25.9%
IWM vs C
+115.5%
-89.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +1.9% | -5.3% | +7.2% | +4.6% |
| 3M | -5.7% | -8.0% | +2.3% | -2.0% |
| 6M | -0.3% | -0.3% | 0.0% | -1.1% |
| YTD | +15.8% | +8.6% | +7.1% | +8.8% |
| 1Y | +17.1% | +25.8% | -8.7% | +1.6% |
| 3Y | +73.1% | +221.2% | -148.1% | -12.1% |
| 5Y | +25.9% | +113.6% | -87.7% | -19.5% |
| All | +25.9% | +115.5% | -89.6% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling