+166.4%
IWM vs CMI
+516.5%
-350.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.0% |
| 30D | -4.6% | -12.4% | +7.8% | +2.1% |
| 3M | -0.3% | -14.8% | +14.5% | +7.2% |
| 6M | +14.7% | +0.8% | +13.9% | +11.5% |
| YTD | +17.8% | +10.2% | +7.7% | +8.2% |
| 1Y | +21.2% | +37.4% | -16.2% | -2.1% |
| 3Y | +62.3% | +153.3% | -90.9% | -8.8% |
| 5Y | +38.7% | +167.6% | -128.9% | -25.7% |
| All | +166.4% | +516.5% | -350.1% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling