+166.9%
IWM vs CME
+282.5%
-115.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.4% |
| 30D | -2.3% | +5.5% | -7.8% | -4.2% |
| 3M | +4.0% | +11.0% | -7.0% | -0.3% |
| 6M | +17.9% | -9.7% | +27.6% | +21.3% |
| YTD | +20.2% | +4.9% | +15.3% | +16.5% |
| 1Y | +25.0% | +10.1% | +14.9% | +18.6% |
| 3Y | +66.0% | +53.5% | +12.5% | +33.4% |
| 5Y | +40.0% | +77.2% | -37.1% | +3.5% |
| 10Y | +166.9% | +282.1% | -115.3% | +41.6% |
| All | +166.9% | +282.5% | -115.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling