+733.6%
IWM vs CB
+2,253.4%
-1,519.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | -4.6% | +2.6% | -7.2% | -5.6% |
| 30D | -3.7% | +11.2% | -14.9% | -8.1% |
| 3M | -9.4% | +5.7% | -15.1% | -11.7% |
| 6M | -3.6% | +15.9% | -19.5% | -10.4% |
| YTD | +10.8% | +20.2% | -9.3% | +1.0% |
| 1Y | +11.9% | +32.4% | -20.5% | -2.3% |
| 3Y | +60.6% | +75.5% | -14.9% | +21.8% |
| 5Y | +19.2% | +105.5% | -86.3% | -16.5% |
| 10Y | +165.3% | +258.5% | -93.2% | +42.2% |
| All | +733.6% | +2,253.4% | -1,519.7% | +113.8% |
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