+23.7%
IWM vs COST
+124.1%
-100.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | +2.8% | +2.5% | +0.3% | +1.9% |
| 30D | +0.6% | +14.6% | -14.0% | -4.3% |
| 3M | -7.8% | +15.2% | -23.0% | -12.6% |
| 6M | -1.0% | +7.2% | -8.2% | -4.0% |
| YTD | +13.9% | +27.4% | -13.5% | +2.3% |
| 1Y | +15.4% | +20.2% | -4.8% | +6.2% |
| 3Y | +70.2% | +96.9% | -26.6% | +20.6% |
| 5Y | +23.7% | +122.8% | -99.1% | -18.6% |
| All | +23.7% | +124.1% | -100.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling