+166.4%
IWM vs CDE
+61.6%
+104.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -2.4% | -3.1% | +0.7% | -2.0% |
| 30D | -4.6% | +9.5% | -14.0% | -5.8% |
| 3M | -0.3% | +25.5% | -25.8% | -3.8% |
| 6M | +14.7% | -7.9% | +22.6% | +14.3% |
| YTD | +17.8% | +15.6% | +2.3% | +13.3% |
| 1Y | +21.2% | +34.0% | -12.8% | +13.3% |
| 3Y | +62.3% | +791.9% | -729.6% | +13.9% |
| 5Y | +38.7% | +197.7% | -159.0% | +5.9% |
| All | +166.4% | +61.6% | +104.8% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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