+348.7%
IWM vs CAPR
-99.0%
+447.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.7% | +7.1% | -1.5% |
| 7D | +2.8% | +19.1% | -16.3% | +2.4% |
| 30D | +0.6% | +48.8% | -48.2% | 0.0% |
| 3M | -7.8% | +144.4% | -152.2% | -9.3% |
| 6M | -1.0% | -67.5% | +66.5% | -0.6% |
| YTD | +13.9% | -64.5% | +78.4% | +14.1% |
| 1Y | +15.4% | +74.4% | -59.0% | +9.6% |
| 3Y | +70.2% | +265.7% | -195.5% | +56.9% |
| 5Y | +23.7% | +196.0% | -172.3% | +13.5% |
| 10Y | +147.8% | -62.4% | +210.1% | +120.6% |
| All | +348.7% | -99.0% | +447.6% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling