+24.0%
IWM vs CG
-29.3%
+53.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.2% |
| 7D | -1.1% | -6.4% | +5.3% | +0.8% |
| 30D | -3.1% | -7.1% | +3.9% | -1.2% |
| 3M | +2.2% | -1.6% | +3.8% | +2.2% |
| 6M | +15.1% | -8.3% | +23.4% | +17.3% |
| YTD | +18.6% | -23.8% | +42.4% | +27.5% |
| 1Y | +24.0% | -28.7% | +52.7% | +34.5% |
| All | +24.0% | -29.3% | +53.3% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling