+168.0%
IWM vs CNC
+92.8%
+75.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.1% | -4.9% | +3.7% | -0.2% |
| 30D | -3.1% | -3.8% | +0.7% | -2.5% |
| 3M | +2.2% | -3.2% | +5.5% | +2.5% |
| 6M | +15.1% | +47.9% | -32.8% | +5.2% |
| YTD | +18.6% | +55.7% | -37.1% | +6.8% |
| 1Y | +24.0% | +106.2% | -82.3% | +4.4% |
| 3Y | +63.7% | -2.1% | +65.8% | +53.9% |
| 5Y | +38.2% | +3.4% | +34.8% | +25.3% |
| All | +168.0% | +92.8% | +75.2% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling