+741.9%
IWM vs CI
+1,112.9%
-371.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.7% |
| 7D | -2.0% | -1.6% | -0.5% | -1.6% |
| 30D | -1.5% | +5.4% | -6.9% | -3.1% |
| 3M | -8.0% | +7.3% | -15.3% | -10.1% |
| 6M | -4.1% | +5.3% | -9.4% | -6.2% |
| YTD | +11.9% | +8.5% | +3.5% | +8.1% |
| 1Y | +15.0% | +17.1% | -2.1% | +8.5% |
| 3Y | +64.2% | +1.4% | +62.8% | +56.3% |
| 5Y | +20.4% | +50.5% | -30.1% | +0.3% |
| 10Y | +168.0% | +168.5% | -0.6% | +81.4% |
| All | +741.9% | +1,112.9% | -371.0% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling