+733.6%
IWM vs C
-47.2%
+780.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.0% | +0.5% | -2.9% |
| 7D | -4.6% | -5.3% | +0.7% | -2.9% |
| 30D | -3.7% | -7.3% | +3.6% | -1.3% |
| 3M | -9.4% | -13.5% | +4.1% | -5.2% |
| 6M | -3.6% | -6.5% | +2.9% | -1.9% |
| YTD | +10.8% | +3.6% | +7.2% | +8.7% |
| 1Y | +11.9% | +18.9% | -7.0% | +4.8% |
| 3Y | +60.6% | +205.0% | -144.4% | +10.1% |
| 5Y | +19.2% | +109.4% | -90.2% | -8.6% |
| 10Y | +165.3% | +232.9% | -67.6% | +71.9% |
| All | +733.6% | -47.2% | +780.8% | +610.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling