+23.8%
IWM vs CDE
+95.5%
-71.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +1.4% | -9.6% | +11.0% | +2.8% |
| 30D | +2.3% | -6.7% | +8.9% | +3.0% |
| 3M | -8.3% | -24.2% | +15.9% | -5.2% |
| 6M | -1.3% | -29.1% | +27.8% | +2.1% |
| YTD | +13.5% | -21.5% | +35.0% | +14.2% |
| 1Y | +18.4% | -7.4% | +25.8% | +16.1% |
| 3Y | +69.6% | +596.3% | -526.7% | +15.4% |
| All | +23.8% | +95.5% | -71.7% | +4.5% |
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