+151.9%
IWM vs CNH
+113.9%
+38.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | -0.3% | +6.7% | -7.0% | -3.0% |
| 30D | +1.9% | +7.2% | -5.3% | -1.2% |
| 3M | -5.7% | +17.5% | -23.2% | -13.0% |
| 6M | -0.3% | +15.0% | -15.2% | -8.2% |
| YTD | +15.8% | +36.8% | -21.0% | -1.9% |
| 1Y | +17.1% | +27.6% | -10.6% | +1.9% |
| 3Y | +73.1% | +34.3% | +38.7% | +42.8% |
| 5Y | +25.9% | -12.2% | +38.1% | +20.0% |
| 10Y | +151.9% | +113.9% | +38.0% | +62.7% |
| All | +151.9% | +113.9% | +38.0% | +62.7% |
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