+201.2%
IWM vs CARR
+421.5%
-220.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -2.4% | -3.8% | +1.4% | -1.1% |
| 30D | -4.6% | -8.9% | +4.3% | -1.5% |
| 3M | -0.3% | -17.3% | +17.0% | +6.0% |
| 6M | +14.7% | -1.4% | +16.1% | +13.6% |
| YTD | +17.8% | +10.0% | +7.9% | +11.8% |
| 1Y | +21.2% | -6.4% | +27.6% | +21.6% |
| 3Y | +62.3% | +1.5% | +60.8% | +55.6% |
| 5Y | +38.7% | +9.3% | +29.4% | +25.0% |
| All | +201.2% | +421.5% | -220.3% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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