+808.3%
IWM vs CAKE
+1,056.4%
-248.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +1.5% |
| 30D | -1.3% | +2.4% | -3.7% | -2.4% |
| 3M | +1.6% | +69.0% | -67.4% | -15.9% |
| 6M | +13.6% | +69.3% | -55.7% | -6.5% |
| YTD | +20.8% | +115.8% | -95.0% | -8.9% |
| 1Y | +26.4% | +79.3% | -52.9% | +1.1% |
| 3Y | +60.7% | +262.0% | -201.3% | -1.4% |
| 5Y | +38.2% | +165.7% | -127.5% | -10.0% |
| 10Y | +169.5% | +158.9% | +10.6% | +49.1% |
| All | +808.3% | +1,056.4% | -248.1% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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