+64.2%
IWM vs CG
+47.3%
+16.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | -1.5% | +5.0% | -6.5% | -3.4% |
| 3M | -8.0% | -18.2% | +10.2% | -1.2% |
| 6M | -4.1% | -20.7% | +16.6% | +3.8% |
| YTD | +11.9% | -31.4% | +43.3% | +27.3% |
| 1Y | +15.0% | -22.3% | +37.3% | +23.9% |
| 3Y | +64.2% | +50.2% | +14.0% | +21.9% |
| All | +64.2% | +47.3% | +16.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling