+808.3%
IWM vs CMI
+12,126.0%
-11,317.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -1.3% | -13.4% | +12.2% | +4.7% |
| 3M | +1.6% | -17.0% | +18.6% | +8.9% |
| 6M | +13.6% | -1.6% | +15.2% | +12.7% |
| YTD | +20.8% | +11.0% | +9.8% | +13.5% |
| 1Y | +26.4% | +41.9% | -15.5% | +6.8% |
| 3Y | +60.7% | +151.8% | -91.1% | +6.2% |
| 5Y | +38.2% | +163.6% | -125.4% | -11.0% |
| 10Y | +169.5% | +472.9% | -303.4% | +25.0% |
| All | +808.3% | +12,126.0% | -11,317.7% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling