+161.3%
IWM vs CNH
+134.0%
+27.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.9% | -7.7% | -1.0% |
| 7D | +1.2% | +8.6% | -7.3% | -2.1% |
| 30D | +1.3% | +12.6% | -11.3% | -3.6% |
| 3M | -6.1% | +17.5% | -23.6% | -13.3% |
| 6M | -0.1% | +18.1% | -18.2% | -8.9% |
| YTD | +15.5% | +40.4% | -24.8% | -3.0% |
| 1Y | +18.1% | +34.0% | -15.9% | +0.9% |
| 3Y | +74.6% | +35.3% | +39.3% | +43.9% |
| 5Y | +24.6% | -5.1% | +29.7% | +15.1% |
| 10Y | +161.3% | +124.0% | +37.3% | +68.5% |
| All | +161.3% | +134.0% | +27.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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