+23.8%
IWM vs CAPR
+172.3%
-148.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | -0.2% |
| 7D | +1.4% | +5.9% | -4.5% | +1.3% |
| 30D | +2.3% | +44.6% | -42.3% | +1.6% |
| 3M | -8.3% | +126.4% | -134.7% | -9.8% |
| 6M | -1.3% | -68.6% | +67.3% | -0.8% |
| YTD | +13.5% | -67.0% | +80.5% | +13.9% |
| 1Y | +18.4% | +65.2% | -46.8% | +11.4% |
| 3Y | +69.6% | +235.6% | -165.9% | +37.8% |
| All | +23.8% | +172.3% | -148.5% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling