+56.5%
IWM vs CART
+38.4%
+18.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.0% | +3.0% | -5.0% | -2.4% |
| 30D | -1.5% | +28.6% | -30.0% | -4.5% |
| 3M | -8.0% | +29.1% | -37.1% | -11.1% |
| 6M | -4.1% | +44.7% | -48.8% | -8.9% |
| YTD | +11.9% | +29.2% | -17.3% | +7.5% |
| 1Y | +15.0% | +66.2% | -51.1% | +6.2% |
| 3Y | +64.2% | +112.8% | -48.6% | +40.7% |
| All | +56.5% | +38.4% | +18.1% | +35.2% |
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