+64.1%
IWM vs CF
+73.9%
-9.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.4% |
| 7D | +0.1% | +6.0% | -5.9% | -0.1% |
| 30D | -1.3% | +14.8% | -16.1% | -1.8% |
| 3M | +1.6% | +14.1% | -12.4% | +1.0% |
| 6M | +13.6% | +28.5% | -15.0% | +9.5% |
| YTD | +20.8% | +74.9% | -54.2% | +10.4% |
| 1Y | +26.4% | +61.7% | -35.3% | +16.9% |
| All | +64.1% | +73.9% | -9.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling