+144.3%
IWM vs CG
+274.5%
-130.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | +0.2% |
| 7D | +2.8% | -1.5% | +4.3% | +3.3% |
| 30D | +0.6% | +5.7% | -5.1% | -1.9% |
| 3M | -7.8% | -17.9% | +10.1% | -0.4% |
| 6M | -1.0% | -20.2% | +19.2% | +7.6% |
| YTD | +13.9% | -32.0% | +45.9% | +31.1% |
| 1Y | +15.4% | -27.0% | +42.5% | +28.7% |
| 3Y | +70.2% | +42.8% | +27.5% | +35.3% |
| 5Y | +23.7% | -23.4% | +47.1% | +23.5% |
| All | +144.3% | +274.5% | -130.2% | +34.8% |
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