+23.7%
IWM vs CI
+48.8%
-25.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | +2.8% | -1.7% | +4.5% | +3.0% |
| 30D | +0.6% | +4.9% | -4.2% | -0.2% |
| 3M | -7.8% | +7.4% | -15.2% | -9.0% |
| 6M | -1.0% | +0.4% | -1.4% | -1.4% |
| YTD | +13.9% | +9.5% | +4.4% | +11.4% |
| 1Y | +15.4% | +12.0% | +3.5% | +12.4% |
| 3Y | +70.2% | +7.1% | +63.1% | +63.5% |
| 5Y | +23.7% | +49.3% | -25.7% | +0.6% |
| All | +23.7% | +48.8% | -25.2% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling