+66.0%
IWM vs COST
+72.5%
-6.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +1.4% | -3.2% | +4.6% | +2.1% |
| 30D | -2.3% | -4.0% | +1.7% | -1.4% |
| 3M | +4.0% | -6.5% | +10.4% | +5.4% |
| 6M | +17.9% | -8.5% | +26.5% | +19.8% |
| YTD | +20.2% | +6.0% | +14.2% | +16.3% |
| 1Y | +25.0% | -5.8% | +30.8% | +25.5% |
| 3Y | +66.0% | +71.8% | -5.8% | +28.6% |
| All | +66.0% | +72.5% | -6.5% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling