+208.6%
IWM vs CARR
+441.9%
-233.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.5% |
| 30D | -1.3% | -8.7% | +7.5% | +1.9% |
| 3M | +1.6% | -12.6% | +14.2% | +5.9% |
| 6M | +13.6% | -1.5% | +15.1% | +12.5% |
| YTD | +20.8% | +14.3% | +6.5% | +13.0% |
| 1Y | +26.4% | -4.6% | +31.0% | +26.0% |
| 3Y | +60.7% | +7.3% | +53.3% | +51.1% |
| 5Y | +38.2% | +11.6% | +26.5% | +23.4% |
| All | +208.6% | +441.9% | -233.3% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling