+375.7%
IWM vs CAPR
-99.1%
+474.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | -1.3% | +139.2% | -140.4% | -2.7% |
| 3M | +1.6% | -66.4% | +68.0% | +2.1% |
| 6M | +13.6% | -63.1% | +76.7% | +13.9% |
| YTD | +20.8% | -67.4% | +88.2% | +21.3% |
| 1Y | +26.4% | +58.2% | -31.8% | +20.2% |
| 3Y | +60.7% | +42.2% | +18.5% | +50.2% |
| 5Y | +38.2% | +87.3% | -49.1% | +27.7% |
| 10Y | +169.5% | -75.3% | +244.7% | +141.0% |
| All | +375.7% | -99.1% | +474.8% | +322.3% |
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