+38.2%
IWM vs CMG
-5.7%
+43.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | -1.1% | -6.5% | +5.3% | +0.7% |
| 30D | -3.1% | +12.1% | -15.2% | -6.4% |
| 3M | +2.2% | +20.6% | -18.4% | -4.6% |
| 6M | +15.1% | +2.1% | +13.0% | +12.7% |
| YTD | +18.6% | -2.6% | +21.2% | +17.6% |
| 1Y | +24.0% | -8.7% | +32.7% | +24.3% |
| 3Y | +63.7% | -7.4% | +71.1% | +53.7% |
| 5Y | +38.2% | -5.7% | +43.9% | +23.3% |
| All | +38.2% | -5.7% | +43.9% | +23.3% |
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