+52.5%
IWM vs CEG
+717.5%
-665.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | +6.7% | -5.3% | +0.3% |
| 30D | -2.3% | +11.0% | -13.3% | -4.0% |
| 3M | +4.0% | +19.5% | -15.5% | +0.7% |
| 6M | +17.9% | -5.9% | +23.8% | +18.2% |
| YTD | +20.2% | -15.0% | +35.2% | +22.0% |
| 1Y | +25.0% | +0.6% | +24.3% | +22.7% |
| 3Y | +66.0% | +180.6% | -114.6% | +22.5% |
| All | +52.5% | +717.5% | -665.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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