+171.7%
IWM vs CAG
-35.6%
+207.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -1.1% | -6.6% | +5.5% | 0.0% |
| 30D | -3.1% | +2.3% | -5.4% | -3.5% |
| 3M | +2.2% | +16.3% | -14.1% | -0.7% |
| 6M | +15.1% | -16.0% | +31.1% | +18.3% |
| YTD | +18.6% | -7.7% | +26.3% | +19.4% |
| 1Y | +24.0% | -16.0% | +40.0% | +26.9% |
| 3Y | +63.7% | -37.7% | +101.4% | +75.6% |
| 5Y | +38.2% | -41.2% | +79.4% | +49.1% |
| 10Y | +171.7% | -33.8% | +205.5% | +180.7% |
| All | +171.7% | -35.6% | +207.3% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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