+61.8%
IWM vs CART
+40.2%
+21.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +1.9% | +23.1% | -21.2% | -0.8% |
| 3M | -5.7% | +19.2% | -24.9% | -7.9% |
| 6M | -0.3% | +45.7% | -46.0% | -5.4% |
| YTD | +15.8% | +30.9% | -15.1% | +11.0% |
| 1Y | +17.1% | +50.2% | -33.1% | +9.8% |
| 3Y | +73.1% | +133.5% | -60.5% | +47.1% |
| All | +61.8% | +40.2% | +21.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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