+763.2%
IWM vs CAH
+1,351.8%
-588.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +0.3% | +9.4% | -9.1% | -3.0% |
| 30D | +0.6% | +16.5% | -15.9% | -4.9% |
| 3M | -6.2% | +17.0% | -23.2% | -11.7% |
| 6M | -0.8% | +51.4% | -52.2% | -15.1% |
| YTD | +14.8% | +36.0% | -21.2% | +1.2% |
| 1Y | +16.1% | +36.0% | -19.9% | +2.4% |
| 3Y | +71.5% | +177.5% | -106.0% | +12.6% |
| 5Y | +25.8% | +509.2% | -483.4% | -40.1% |
| 10Y | +155.4% | +408.1% | -252.7% | +21.2% |
| All | +763.2% | +1,351.8% | -588.6% | +177.7% |
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