+143.5%
IWM vs CAH
+418.0%
-274.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.4% | +3.5% | -2.0% | +0.4% |
| 30D | +2.3% | +13.5% | -11.2% | -1.6% |
| 3M | -8.3% | +21.8% | -30.2% | -13.8% |
| 6M | -1.3% | +51.5% | -52.8% | -13.6% |
| YTD | +13.5% | +38.1% | -24.6% | +1.7% |
| 1Y | +18.4% | +37.7% | -19.3% | +6.1% |
| 3Y | +69.6% | +179.6% | -110.0% | +16.7% |
| 5Y | +23.3% | +504.9% | -481.7% | -37.4% |
| All | +143.5% | +418.0% | -274.4% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling