+165.3%
IWM vs COST
+609.8%
-444.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -2.5% | 0.0% | -1.5% |
| 30D | -4.4% | -4.4% | 0.0% | -2.7% |
| 3M | +2.2% | -8.1% | +10.3% | +5.6% |
| 6M | +14.0% | -9.2% | +23.3% | +17.8% |
| YTD | +17.4% | +5.1% | +12.3% | +13.3% |
| 1Y | +22.9% | -5.1% | +28.0% | +23.9% |
| 3Y | +62.1% | +70.4% | -8.3% | +21.4% |
| 5Y | +38.2% | +104.7% | -66.6% | -6.8% |
| All | +165.3% | +609.8% | -444.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling