+207.6%
IWM vs CFG
+396.4%
-188.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.6% |
| 30D | -1.3% | -3.8% | +2.6% | +0.4% |
| 3M | +1.6% | +11.5% | -9.9% | -3.4% |
| 6M | +13.6% | +19.2% | -5.6% | +4.7% |
| YTD | +20.8% | +23.7% | -3.0% | +9.3% |
| 1Y | +26.4% | +38.8% | -12.4% | +8.6% |
| 3Y | +60.7% | +178.9% | -118.2% | +0.2% |
| 5Y | +38.2% | +101.8% | -63.6% | -4.1% |
| 10Y | +169.5% | +317.3% | -147.8% | +24.8% |
| All | +207.6% | +396.4% | -188.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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