+40.0%
IWM vs COST
+109.2%
-69.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | +1.4% | -3.2% | +4.6% | +2.6% |
| 30D | -2.3% | -4.0% | +1.7% | -0.9% |
| 3M | +4.0% | -6.5% | +10.4% | +6.2% |
| 6M | +17.9% | -8.5% | +26.5% | +21.0% |
| YTD | +20.2% | +6.0% | +14.2% | +15.7% |
| 1Y | +25.0% | -5.8% | +30.8% | +26.2% |
| 3Y | +66.0% | +71.8% | -5.8% | +23.7% |
| 5Y | +40.0% | +106.2% | -66.2% | -2.8% |
| All | +40.0% | +109.2% | -69.1% | -2.8% |
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