+753.8%
IWM vs CMI
+9,758.9%
-9,005.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +2.3% | -14.0% | +16.3% | +8.6% |
| 3M | -8.3% | -28.1% | +19.8% | +4.6% |
| 6M | -1.3% | -35.8% | +34.5% | +16.9% |
| YTD | +13.5% | -10.5% | +24.0% | +16.2% |
| 1Y | +18.4% | -1.9% | +20.3% | +16.6% |
| 3Y | +69.6% | +121.0% | -51.4% | +17.9% |
| 5Y | +23.3% | +114.6% | -91.3% | -13.8% |
| 10Y | +147.0% | +325.5% | -178.5% | +29.1% |
| All | +753.8% | +9,758.9% | -9,005.1% | +28.2% |
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