+62.4%
IWM vs CART
+41.0%
+21.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.3% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | +0.2% | +29.7% | -29.4% | -3.0% |
| 3M | -5.6% | +29.7% | -35.3% | -8.9% |
| 6M | +2.7% | +36.8% | -34.1% | -1.8% |
| YTD | +16.2% | +31.7% | -15.5% | +11.3% |
| 1Y | +18.9% | +62.4% | -43.4% | +10.2% |
| 3Y | +68.3% | +120.1% | -51.8% | +43.7% |
| All | +62.4% | +41.0% | +21.4% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling