+169.2%
IWM vs CF
+569.3%
-400.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | +0.1% | +6.0% | -5.9% | -1.4% |
| 30D | -1.3% | +14.8% | -16.1% | -4.8% |
| 3M | +1.6% | +14.1% | -12.4% | -2.2% |
| 6M | +13.6% | +28.5% | -15.0% | +3.3% |
| YTD | +20.8% | +74.9% | -54.2% | +0.4% |
| 1Y | +26.4% | +61.7% | -35.3% | +7.1% |
| 3Y | +60.7% | +80.3% | -19.6% | +28.1% |
| 5Y | +38.2% | +226.0% | -187.8% | -15.7% |
| All | +169.2% | +569.3% | -400.1% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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