+23.8%
IWM vs CNH
-17.7%
+41.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.4% | +3.0% | -1.6% | +0.2% |
| 30D | +2.3% | -0.6% | +2.9% | +2.2% |
| 3M | -8.3% | +14.6% | -22.9% | -14.0% |
| 6M | -1.3% | +11.8% | -13.1% | -7.5% |
| YTD | +13.5% | +30.4% | -16.9% | -1.1% |
| 1Y | +18.4% | +19.1% | -0.7% | +6.9% |
| 3Y | +69.6% | +30.2% | +39.4% | +42.9% |
| All | +23.8% | -17.7% | +41.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling