+166.4%
IWM vs CHTR
-44.7%
+211.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.5% |
| 7D | -2.4% | -4.1% | +1.7% | -1.6% |
| 30D | -4.6% | -3.0% | -1.6% | -4.3% |
| 3M | -0.3% | +4.8% | -5.1% | -2.7% |
| 6M | +14.7% | -35.0% | +49.8% | +24.3% |
| YTD | +17.8% | -30.2% | +48.0% | +24.3% |
| 1Y | +21.2% | -44.8% | +66.0% | +36.7% |
| 3Y | +62.3% | -66.6% | +128.9% | +105.1% |
| 5Y | +38.7% | -81.5% | +120.2% | +108.9% |
| All | +166.4% | -44.7% | +211.1% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling