+66.0%
IWM vs CHD
+4.0%
+62.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.4% |
| 7D | +1.4% | -2.9% | +4.3% | +1.5% |
| 30D | -2.3% | -6.2% | +3.9% | -2.1% |
| 3M | +4.0% | +1.6% | +2.4% | +3.9% |
| 6M | +17.9% | -3.5% | +21.5% | +18.0% |
| YTD | +20.2% | +16.2% | +4.0% | +19.6% |
| 1Y | +25.0% | +3.4% | +21.6% | +24.7% |
| 3Y | +66.0% | +4.6% | +61.4% | +63.2% |
| All | +66.0% | +4.0% | +62.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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