+782.8%
IWM vs CGNX
+514.0%
+268.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | +1.5% | -4.0% | -3.0% |
| 30D | -4.4% | -1.8% | -2.6% | -4.1% |
| 3M | +2.2% | +5.3% | -3.0% | -0.4% |
| 6M | +14.0% | +22.3% | -8.3% | +5.4% |
| YTD | +17.4% | +72.2% | -54.8% | -5.6% |
| 1Y | +22.9% | +39.8% | -16.9% | +4.9% |
| 3Y | +62.1% | +44.8% | +17.2% | +31.5% |
| 5Y | +38.2% | -27.0% | +65.2% | +35.7% |
| 10Y | +169.0% | +177.7% | -8.7% | +62.0% |
| All | +782.8% | +514.0% | +268.7% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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