+161.6%
IWM vs CAPR
-68.5%
+230.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.9% |
| 7D | -2.0% | +41.1% | -43.1% | -2.7% |
| 30D | -1.5% | +11.1% | -12.6% | -1.7% |
| 3M | -8.0% | +115.3% | -123.3% | -9.8% |
| 6M | -4.1% | -73.8% | +69.7% | -3.1% |
| YTD | +11.9% | -68.8% | +80.7% | +12.6% |
| 1Y | +15.0% | +43.3% | -28.3% | +7.3% |
| 3Y | +64.2% | +214.7% | -150.5% | +44.8% |
| 5Y | +20.4% | +141.3% | -120.9% | +5.3% |
| All | +161.6% | -68.5% | +230.1% | +117.2% |
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