+165.3%
IWM vs CAH
+297.3%
-132.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.5% |
| 7D | -2.5% | -5.1% | +2.5% | -1.0% |
| 30D | -4.4% | -1.8% | -2.7% | -4.0% |
| 3M | +2.2% | +9.4% | -7.1% | -0.7% |
| 6M | +14.0% | +9.2% | +4.8% | +10.4% |
| YTD | +17.4% | +15.7% | +1.7% | +11.1% |
| 1Y | +22.9% | +59.7% | -36.8% | +4.1% |
| 3Y | +62.1% | +178.5% | -116.4% | +10.9% |
| 5Y | +38.2% | +398.3% | -360.1% | -24.8% |
| All | +165.3% | +297.3% | -132.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling