+763.2%
IWM vs CAG
+128.7%
+634.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | +0.3% | +6.6% | -6.4% | -1.6% |
| 30D | +0.6% | +13.9% | -13.3% | -3.4% |
| 3M | -6.2% | +4.0% | -10.3% | -7.8% |
| 6M | -0.8% | +10.0% | -10.8% | -4.5% |
| YTD | +14.8% | -6.1% | +20.9% | +14.8% |
| 1Y | +16.1% | -4.3% | +20.5% | +15.4% |
| 3Y | +71.5% | -34.6% | +106.1% | +87.5% |
| 5Y | +25.8% | -39.4% | +65.2% | +38.9% |
| 10Y | +155.4% | -34.2% | +189.6% | +158.6% |
| All | +763.2% | +128.7% | +634.5% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling