+38.2%
IWM vs CDE
+193.0%
-154.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | -2.5% | -6.1% | +3.5% | -1.7% |
| 30D | -4.4% | +9.5% | -13.9% | -5.8% |
| 3M | +2.2% | +32.0% | -29.7% | -2.5% |
| 6M | +14.0% | -12.8% | +26.8% | +14.4% |
| YTD | +17.4% | +14.2% | +3.2% | +12.4% |
| 1Y | +22.9% | +36.3% | -13.3% | +13.6% |
| 3Y | +62.1% | +821.4% | -759.3% | +6.2% |
| 5Y | +38.2% | +194.3% | -156.1% | +1.3% |
| All | +38.2% | +193.0% | -154.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling