+59.7%
IWM vs CAVA
+33.0%
+26.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.1% |
| 7D | -2.4% | -8.0% | +5.6% | -1.2% |
| 30D | -4.6% | -19.6% | +15.0% | -1.6% |
| 3M | -0.3% | -36.7% | +36.4% | +6.1% |
| 6M | +14.7% | -30.6% | +45.3% | +19.9% |
| YTD | +17.8% | -4.8% | +22.6% | +16.1% |
| 1Y | +21.2% | -13.1% | +34.3% | +20.5% |
| 3Y | +62.3% | +48.8% | +13.6% | +48.9% |
| All | +59.7% | +33.0% | +26.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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