+143.5%
IWM vs CNC
+177.3%
-33.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +1.4% | +2.2% | -0.8% | +1.0% |
| 30D | +2.3% | +1.6% | +0.7% | +1.7% |
| 3M | -8.3% | +7.9% | -16.2% | -10.0% |
| 6M | -1.3% | +21.2% | -22.5% | -5.8% |
| YTD | +13.5% | +73.2% | -59.7% | -0.8% |
| 1Y | +18.4% | +97.5% | -79.1% | +0.4% |
| 3Y | +69.6% | -1.2% | +70.8% | +60.1% |
| 5Y | +23.3% | -6.1% | +29.3% | +15.8% |
| All | +143.5% | +177.3% | -33.8% | +83.0% |
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