+155.4%
IWM vs CAPR
-68.2%
+223.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.5% |
| 7D | +0.3% | +7.6% | -7.4% | +0.1% |
| 30D | +0.6% | +13.3% | -12.7% | +0.3% |
| 3M | -6.2% | +130.4% | -136.6% | -8.2% |
| 6M | -0.8% | -70.8% | +70.0% | +0.1% |
| YTD | +14.8% | -69.3% | +84.0% | +15.4% |
| 1Y | +16.1% | +59.5% | -43.4% | +7.9% |
| 3Y | +71.5% | +216.8% | -145.3% | +51.1% |
| 5Y | +25.8% | +152.7% | -127.0% | +9.8% |
| 10Y | +155.4% | -68.2% | +223.6% | +111.6% |
| All | +155.4% | -68.2% | +223.6% | +111.6% |
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