+20.0%
IWM vs CMS
+32.6%
-12.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | -1.5% | +6.3% | -7.8% | -3.2% |
| 3M | -8.0% | -2.1% | -5.9% | -7.6% |
| 6M | -4.1% | -5.1% | +1.0% | -3.0% |
| YTD | +11.9% | +1.3% | +10.7% | +10.8% |
| 1Y | +15.0% | -1.4% | +16.4% | +14.7% |
| 3Y | +64.2% | +36.9% | +27.3% | +44.3% |
| All | +20.0% | +32.6% | -12.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 5y: compounded portfolio wealth divided by compounded CMS 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…
5y analysis · Full analysis span regression · 6 months rolling