+143.5%
IWM vs CB
+250.2%
-106.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +1.4% | +2.9% | -1.5% | 0.0% |
| 30D | +2.3% | +7.3% | -5.0% | -1.1% |
| 3M | -8.3% | +9.4% | -17.7% | -12.3% |
| 6M | -1.3% | +19.6% | -21.0% | -10.3% |
| YTD | +13.5% | +21.5% | -8.0% | +1.8% |
| 1Y | +18.4% | +28.0% | -9.6% | +3.3% |
| 3Y | +69.6% | +74.9% | -5.3% | +22.8% |
| 5Y | +23.3% | +108.1% | -84.9% | -20.3% |
| All | +143.5% | +250.2% | -106.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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