+192.3%
IWM vs CFG
+358.2%
-165.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | +0.6% | +2.8% | -2.2% | -0.6% |
| 3M | -6.2% | -10.1% | +3.9% | -1.9% |
| 6M | -0.8% | +3.2% | -4.0% | -2.6% |
| YTD | +14.8% | +14.2% | +0.6% | +7.5% |
| 1Y | +16.1% | +27.4% | -11.3% | +3.6% |
| 3Y | +71.5% | +187.6% | -116.1% | +6.0% |
| 5Y | +25.8% | +65.7% | -39.9% | -4.9% |
| 10Y | +155.4% | +219.7% | -64.3% | +31.8% |
| All | +192.3% | +358.2% | -165.8% | +31.2% |
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