+21.2%
IWM vs CARR
-5.9%
+27.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.4% | -3.8% | +1.4% | -1.4% |
| 30D | -4.6% | -8.9% | +4.3% | -2.3% |
| 3M | -0.3% | -17.3% | +17.0% | +4.2% |
| 6M | +14.7% | -1.4% | +16.1% | +12.9% |
| YTD | +17.8% | +10.0% | +7.9% | +10.7% |
| 1Y | +21.2% | -6.4% | +27.6% | +21.2% |
| All | +21.2% | -5.9% | +27.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling