+436.1%
IWM vs CMG
+4,006.7%
-3,570.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.9% |
| 30D | -1.3% | +7.1% | -8.4% | -3.4% |
| 3M | +1.6% | +31.2% | -29.5% | -7.3% |
| 6M | +13.6% | +0.7% | +12.9% | +11.6% |
| YTD | +20.8% | -0.1% | +20.9% | +18.7% |
| 1Y | +26.4% | -10.7% | +37.2% | +27.3% |
| 3Y | +60.7% | -4.7% | +65.4% | +54.7% |
| 5Y | +38.2% | -3.8% | +41.9% | +30.1% |
| 10Y | +169.5% | +352.5% | -183.0% | +51.3% |
| All | +436.1% | +4,006.7% | -3,570.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling