+25.0%
IWM vs CNH
+20.6%
+4.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.6% |
| 7D | +1.4% | +8.8% | -7.4% | -0.4% |
| 30D | -2.3% | +24.7% | -26.9% | -6.8% |
| 3M | +4.0% | +27.3% | -23.4% | -1.7% |
| 6M | +17.9% | +23.2% | -5.2% | +11.6% |
| YTD | +20.2% | +48.9% | -28.7% | +7.5% |
| 1Y | +25.0% | +19.4% | +5.6% | +20.1% |
| All | +25.0% | +20.6% | +4.4% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling