+166.9%
IWM vs CG
+345.5%
-178.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -2.3% | -3.2% | +0.9% | -1.2% |
| 3M | +4.0% | +6.2% | -2.3% | +0.5% |
| 6M | +17.9% | -4.7% | +22.6% | +18.9% |
| YTD | +20.2% | -20.6% | +40.8% | +30.1% |
| 1Y | +25.0% | -26.4% | +51.3% | +39.0% |
| 3Y | +66.0% | +55.4% | +10.6% | +27.8% |
| 5Y | +40.0% | +9.8% | +30.2% | +19.8% |
| 10Y | +166.9% | +341.4% | -174.5% | +35.3% |
| All | +166.9% | +345.5% | -178.7% | +35.3% |
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