+171.7%
IWM vs CB
+219.8%
-48.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -3.1% | -3.1% | 0.0% | -1.8% |
| 3M | +2.2% | +4.2% | -2.0% | -0.5% |
| 6M | +15.1% | +4.7% | +10.4% | +11.4% |
| YTD | +18.6% | +8.8% | +9.7% | +12.2% |
| 1Y | +24.0% | +22.6% | +1.4% | +10.1% |
| 3Y | +63.7% | +70.6% | -6.9% | +19.2% |
| 5Y | +38.2% | +99.4% | -61.2% | -9.2% |
| 10Y | +171.7% | +223.5% | -51.8% | +34.0% |
| All | +171.7% | +219.8% | -48.1% | +34.0% |
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