+808.3%
IWM vs CAH
+1,193.5%
-385.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | +5.4% | -5.3% | -1.8% |
| 30D | -1.3% | +3.3% | -4.6% | -2.5% |
| 3M | +1.6% | +22.8% | -21.2% | -6.0% |
| 6M | +13.6% | +11.3% | +2.3% | +8.5% |
| YTD | +20.8% | +21.1% | -0.4% | +11.3% |
| 1Y | +26.4% | +67.2% | -40.8% | +2.5% |
| 3Y | +60.7% | +195.6% | -134.9% | +2.7% |
| 5Y | +38.2% | +413.8% | -375.7% | -29.8% |
| 10Y | +169.5% | +309.6% | -140.1% | +38.4% |
| All | +808.3% | +1,193.5% | -385.2% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling