+753.8%
IWM vs CDE
-44.0%
+797.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +1.4% | -9.6% | +11.0% | +2.4% |
| 30D | +2.3% | -6.7% | +8.9% | +2.8% |
| 3M | -8.3% | -24.2% | +15.9% | -6.1% |
| 6M | -1.3% | -29.1% | +27.8% | +1.2% |
| YTD | +13.5% | -21.5% | +35.0% | +14.1% |
| 1Y | +18.4% | -7.4% | +25.8% | +16.9% |
| 3Y | +69.6% | +596.3% | -526.7% | +32.3% |
| 5Y | +23.3% | +95.7% | -72.5% | +4.5% |
| 10Y | +147.0% | +53.0% | +94.0% | +95.1% |
| All | +753.8% | -44.0% | +797.8% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling