+168.0%
IWM vs COST
+609.9%
-442.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.0% |
| 7D | -1.1% | -2.8% | +1.6% | 0.0% |
| 30D | -3.1% | -5.3% | +2.2% | -1.0% |
| 3M | +2.2% | -6.7% | +8.9% | +4.8% |
| 6M | +15.1% | -9.9% | +25.0% | +19.3% |
| YTD | +18.6% | +5.1% | +13.4% | +14.4% |
| 1Y | +24.0% | -7.3% | +31.3% | +26.3% |
| 3Y | +63.7% | +70.4% | -6.7% | +22.6% |
| 5Y | +38.2% | +104.4% | -66.2% | -6.7% |
| All | +168.0% | +609.9% | -442.0% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling