+776.9%
IWM vs CNC
+5,537.6%
-4,760.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +0.1% | +3.5% | -3.4% | -0.7% |
| 30D | -1.3% | +0.1% | -1.3% | -1.4% |
| 3M | +1.6% | +6.9% | -5.3% | -0.2% |
| 6M | +13.6% | +49.0% | -35.5% | +2.7% |
| YTD | +20.8% | +62.9% | -42.2% | +6.6% |
| 1Y | +26.4% | +134.0% | -107.6% | +2.2% |
| 3Y | +60.7% | +9.4% | +51.3% | +45.5% |
| 5Y | +38.2% | +4.1% | +34.0% | +24.8% |
| 10Y | +169.5% | +95.4% | +74.1% | +101.9% |
| All | +776.9% | +5,537.6% | -4,760.6% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling