+477.0%
IWM vs CHTR
+316.4%
+160.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.3% |
| 30D | -2.3% | -4.5% | +2.2% | -1.5% |
| 3M | +4.0% | +10.2% | -6.3% | -0.1% |
| 6M | +17.9% | -37.2% | +55.2% | +29.9% |
| YTD | +20.2% | -30.2% | +50.4% | +27.5% |
| 1Y | +25.0% | -44.8% | +69.7% | +41.9% |
| 3Y | +66.0% | -65.5% | +131.5% | +108.9% |
| 5Y | +40.0% | -81.8% | +121.8% | +112.2% |
| 10Y | +166.9% | -45.8% | +212.6% | +172.7% |
| All | +477.0% | +316.4% | +160.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling