+155.4%
IWM vs CG
+308.6%
-153.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.1% |
| 7D | +0.3% | +2.0% | -1.7% | -0.6% |
| 30D | +0.6% | +8.5% | -7.9% | -3.1% |
| 3M | -6.2% | -12.1% | +5.9% | -1.6% |
| 6M | -0.8% | -16.4% | +15.7% | +5.7% |
| YTD | +14.8% | -28.0% | +42.7% | +29.0% |
| 1Y | +16.1% | -18.9% | +35.0% | +23.8% |
| 3Y | +71.5% | +51.2% | +20.3% | +33.1% |
| 5Y | +25.8% | -15.9% | +41.6% | +20.7% |
| 10Y | +155.4% | +305.9% | -150.5% | +35.8% |
| All | +155.4% | +308.6% | -153.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling