-1.9%
IWM vs CBRS
-68.9%
+67.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -0.9% |
| 7D | +1.4% | +21.2% | -19.8% | +0.3% |
| 30D | +2.3% | -23.2% | +25.4% | +3.0% |
| 3M | -8.3% | -52.9% | +44.6% | -6.0% |
| All | -1.9% | -68.9% | +67.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 1y: compounded portfolio wealth divided by compounded CBRS 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…
1y analysis · Full analysis span regression · 6 months rolling