+37.6%
IWM vs CHYM
-23.3%
+60.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.4% | -2.3% | -0.2% | -2.2% |
| 30D | -4.6% | +4.4% | -9.0% | -5.2% |
| 3M | -0.3% | +91.3% | -91.6% | -9.3% |
| 6M | +14.7% | +44.0% | -29.3% | +7.8% |
| YTD | +17.8% | +31.1% | -13.3% | +11.4% |
| 1Y | +21.2% | +37.8% | -16.6% | +12.3% |
| All | +37.6% | -23.3% | +60.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 5y: compounded portfolio wealth divided by compounded CHYM 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…
5y analysis · Full analysis span regression · 6 months rolling