+741.9%
IWM vs CAG
+129.5%
+612.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -2.0% | +5.8% | -7.8% | -3.7% |
| 30D | -1.5% | +16.4% | -17.8% | -5.9% |
| 3M | -8.0% | +3.8% | -11.8% | -9.5% |
| 6M | -4.1% | +10.8% | -14.9% | -7.9% |
| YTD | +11.9% | -5.8% | +17.8% | +11.8% |
| 1Y | +15.0% | -2.4% | +17.4% | +13.6% |
| 3Y | +64.2% | -33.4% | +97.6% | +78.5% |
| 5Y | +20.4% | -39.4% | +59.8% | +33.0% |
| 10Y | +168.0% | -37.5% | +205.5% | +176.1% |
| All | +741.9% | +129.5% | +612.5% | +449.8% |
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