+38.4%
IWM vs CHYM
-19.7%
+58.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.9% | -8.3% | -2.2% |
| 7D | -1.1% | +3.4% | -4.6% | -1.6% |
| 30D | -3.1% | +12.0% | -15.1% | -4.5% |
| 3M | +2.2% | +102.4% | -100.2% | -7.7% |
| 6M | +15.1% | +52.7% | -37.6% | +7.4% |
| YTD | +18.6% | +37.3% | -18.7% | +11.5% |
| 1Y | +24.0% | +42.2% | -18.2% | +14.3% |
| All | +38.4% | -19.7% | +58.0% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling