+64.2%
IWM vs CB
+71.5%
-7.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | -2.0% | +0.2% | -2.3% | -2.0% |
| 30D | -1.5% | +9.1% | -10.5% | -2.2% |
| 3M | -8.0% | +3.4% | -11.4% | -8.3% |
| 6M | -4.1% | +14.1% | -18.2% | -5.7% |
| YTD | +11.9% | +18.0% | -6.1% | +9.1% |
| 1Y | +15.0% | +30.1% | -15.1% | +9.6% |
| 3Y | +64.2% | +71.8% | -7.6% | +61.0% |
| All | +64.2% | +71.5% | -7.3% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling