+73.0%
IWM vs CI
+8.8%
+64.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.9% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +1.9% | +6.4% | -4.5% | +1.3% |
| 3M | -5.7% | +10.7% | -16.4% | -6.5% |
| 6M | -0.3% | +5.5% | -5.8% | -0.9% |
| YTD | +15.8% | +11.4% | +4.4% | +14.4% |
| 1Y | +17.1% | +15.0% | +2.1% | +15.4% |
| All | +73.0% | +8.8% | +64.2% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling