+69.6%
IWM vs CME
+65.9%
+3.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.2% |
| 7D | +1.4% | +3.9% | -2.5% | +2.0% |
| 30D | +2.3% | +11.3% | -9.1% | +3.9% |
| 3M | -8.3% | +19.6% | -27.9% | -5.9% |
| 6M | -1.3% | +8.1% | -9.4% | +0.3% |
| YTD | +13.5% | +20.4% | -6.9% | +17.0% |
| 1Y | +18.4% | +16.5% | +1.9% | +21.5% |
| 3Y | +69.6% | +66.4% | +3.2% | +77.5% |
| All | +69.6% | +65.9% | +3.7% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling