+38.2%
IWM vs CARR
+6.4%
+31.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | 0.0% |
| 7D | -2.5% | -4.1% | +1.6% | -0.8% |
| 30D | -4.4% | -11.0% | +6.6% | +0.5% |
| 3M | +2.2% | -16.4% | +18.6% | +9.7% |
| 6M | +14.0% | -2.4% | +16.4% | +12.6% |
| YTD | +17.4% | +8.4% | +8.9% | +9.6% |
| 1Y | +22.9% | -8.0% | +30.9% | +23.8% |
| 3Y | +62.1% | +0.6% | +61.5% | +50.6% |
| 5Y | +38.2% | +7.7% | +30.4% | +14.2% |
| All | +38.2% | +6.4% | +31.8% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling