+26.4%
IWM vs CMI
+45.0%
-18.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -1.3% | -13.4% | +12.2% | +3.2% |
| 3M | +1.6% | -17.0% | +18.6% | +6.9% |
| 6M | +13.6% | -1.6% | +15.2% | +11.2% |
| YTD | +20.8% | +11.0% | +9.8% | +12.8% |
| 1Y | +26.4% | +41.9% | -15.5% | +9.3% |
| All | +26.4% | +45.0% | -18.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling