+763.2%
IWM vs CHD
+5,148.7%
-4,385.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.3% | +2.4% | -2.1% | -0.5% |
| 30D | +0.6% | +13.9% | -13.3% | -3.8% |
| 3M | -6.2% | +8.5% | -14.7% | -8.9% |
| 6M | -0.8% | +20.4% | -21.1% | -7.3% |
| YTD | +14.8% | +34.5% | -19.8% | +2.9% |
| 1Y | +16.1% | +33.8% | -17.6% | +4.3% |
| 3Y | +71.5% | +29.1% | +42.4% | +52.9% |
| 5Y | +25.8% | +31.2% | -5.5% | +9.3% |
| 10Y | +155.4% | +193.1% | -37.7% | +54.4% |
| All | +763.2% | +5,148.7% | -4,385.5% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling