+808.3%
IWM vs CB
+2,056.6%
-1,248.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | -1.3% | -3.1% | +1.9% | 0.0% |
| 3M | +1.6% | +9.0% | -7.3% | -2.7% |
| 6M | +13.6% | +2.9% | +10.7% | +11.2% |
| YTD | +20.8% | +10.1% | +10.6% | +14.5% |
| 1Y | +26.4% | +22.8% | +3.6% | +13.9% |
| 3Y | +60.7% | +73.8% | -13.1% | +22.3% |
| 5Y | +38.2% | +99.2% | -61.0% | -1.9% |
| 10Y | +169.5% | +218.2% | -48.7% | +52.0% |
| All | +808.3% | +2,056.6% | -1,248.4% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling