+203.5%
IWM vs CNH
+32.2%
+171.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | -1.5% | -7.2% | +5.8% | +0.9% |
| 3M | -8.0% | +6.5% | -14.5% | -11.3% |
| 6M | -4.1% | +7.9% | -12.0% | -8.9% |
| YTD | +11.9% | +26.6% | -14.7% | -0.8% |
| 1Y | +15.0% | +13.8% | +1.3% | +5.8% |
| 3Y | +64.2% | +9.2% | +55.0% | +49.2% |
| 5Y | +20.4% | -15.6% | +36.0% | +17.4% |
| 10Y | +168.0% | +119.2% | +48.8% | +80.1% |
| All | +203.5% | +32.2% | +171.3% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling