+161.3%
IWM vs CAPR
-64.9%
+226.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +3.0% |
| 7D | +1.2% | +36.0% | -34.8% | +0.6% |
| 30D | +1.3% | +25.8% | -24.5% | +0.7% |
| 3M | -6.1% | +140.8% | -146.9% | -8.1% |
| 6M | -0.1% | -67.6% | +67.5% | +0.6% |
| YTD | +15.5% | -65.9% | +81.4% | +16.0% |
| 1Y | +18.1% | +66.1% | -48.0% | +9.8% |
| 3Y | +74.6% | +256.9% | -182.2% | +53.5% |
| 5Y | +24.6% | +172.1% | -147.5% | +8.7% |
| 10Y | +161.3% | -64.7% | +226.0% | +116.2% |
| All | +161.3% | -64.9% | +226.2% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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