+440.9%
IWM vs CF
+5,277.9%
-4,837.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -6.2% |
| 7D | -4.6% | +0.4% | -5.0% | -4.9% |
| 30D | -3.7% | +2.2% | -5.9% | -4.5% |
| 3M | -9.4% | +2.1% | -11.5% | -10.6% |
| 6M | -3.6% | -6.5% | +2.9% | -3.5% |
| YTD | +10.8% | +55.6% | -44.7% | -5.4% |
| 1Y | +11.9% | +42.3% | -30.4% | -2.2% |
| 3Y | +60.6% | +55.7% | +4.8% | +33.5% |
| 5Y | +19.2% | +122.4% | -103.2% | -14.7% |
| 10Y | +165.3% | +568.5% | -403.2% | +30.5% |
| All | +440.9% | +5,277.9% | -4,837.0% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling