+26.4%
IWM vs CNC
+129.2%
-102.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.1% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | +1.6% | +6.9% | -5.3% | +1.3% |
| 6M | +13.6% | +49.0% | -35.5% | +11.4% |
| YTD | +20.8% | +62.9% | -42.2% | +17.5% |
| 1Y | +26.4% | +134.0% | -107.6% | +20.6% |
| All | +26.4% | +129.2% | -102.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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