+345.0%
IWM vs CG
+351.2%
-6.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +0.1% | -4.3% | +4.4% | +1.8% |
| 30D | -1.3% | -5.1% | +3.8% | +0.5% |
| 3M | +1.6% | +8.7% | -7.1% | -2.3% |
| 6M | +13.6% | -9.2% | +22.8% | +16.6% |
| YTD | +20.8% | -18.9% | +39.6% | +28.7% |
| 1Y | +26.4% | -25.6% | +52.1% | +38.8% |
| 3Y | +60.7% | +57.3% | +3.4% | +27.7% |
| 5Y | +38.2% | +10.2% | +28.0% | +20.9% |
| 10Y | +169.5% | +364.2% | -194.7% | +45.3% |
| All | +345.0% | +351.2% | -6.2% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling