+13.3%
IWM vs CI
+15.0%
-1.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | -2.0% | -1.6% | -0.5% | -1.9% |
| 30D | -1.5% | +5.4% | -6.9% | -1.8% |
| 3M | -8.0% | +7.3% | -15.3% | -8.5% |
| 6M | -4.1% | +5.3% | -9.4% | -4.9% |
| YTD | +11.9% | +8.5% | +3.5% | +10.3% |
| All | +13.3% | +15.0% | -1.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling