+19.2%
IWM vs CF
+125.5%
-106.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -5.2% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -3.7% | +2.2% | -5.9% | -4.0% |
| 3M | -9.4% | +2.1% | -11.5% | -9.8% |
| 6M | -3.6% | -6.5% | +2.9% | -3.4% |
| YTD | +10.8% | +55.6% | -44.7% | +0.8% |
| 1Y | +11.9% | +42.3% | -30.4% | +3.2% |
| 3Y | +60.6% | +55.7% | +4.8% | +42.9% |
| 5Y | +19.2% | +122.4% | -103.2% | -7.5% |
| All | +19.2% | +125.5% | -106.3% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling