+166.9%
IWM vs CHRW
+168.2%
-1.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.8% |
| 30D | -2.3% | +0.9% | -3.2% | -2.7% |
| 3M | +4.0% | -19.9% | +23.8% | +9.8% |
| 6M | +17.9% | -15.8% | +33.7% | +21.9% |
| YTD | +20.2% | -5.6% | +25.8% | +18.7% |
| 1Y | +25.0% | +21.0% | +3.9% | +12.4% |
| 3Y | +66.0% | +86.0% | -20.0% | +23.7% |
| 5Y | +40.0% | +88.6% | -48.6% | +0.9% |
| 10Y | +166.9% | +169.3% | -2.4% | +56.9% |
| All | +166.9% | +168.2% | -1.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CHRW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling