+921.1%
IWM vs CME
+7,469.3%
-6,548.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | -1.3% | +6.2% | -7.5% | -3.5% |
| 3M | +1.6% | +10.4% | -8.8% | -2.6% |
| 6M | +13.6% | -9.5% | +23.1% | +16.4% |
| YTD | +20.8% | +6.0% | +14.7% | +16.5% |
| 1Y | +26.4% | +9.3% | +17.1% | +20.3% |
| 3Y | +60.7% | +57.7% | +3.0% | +30.6% |
| 5Y | +38.2% | +77.7% | -39.5% | +6.0% |
| 10Y | +169.5% | +281.2% | -111.8% | +51.3% |
| All | +921.1% | +7,469.3% | -6,548.2% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling