+23.7%
IWM vs CMG
-3.3%
+27.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.6% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | +0.6% | +15.9% | -15.3% | -3.6% |
| 3M | -7.8% | +7.8% | -15.5% | -10.2% |
| 6M | -1.0% | +7.7% | -8.6% | -4.9% |
| YTD | +13.9% | -4.9% | +18.8% | +13.3% |
| 1Y | +15.4% | +12.3% | +3.2% | +8.6% |
| 3Y | +70.2% | -17.1% | +87.3% | +66.2% |
| 5Y | +23.7% | -5.6% | +29.3% | +14.0% |
| All | +23.7% | -3.3% | +27.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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