+808.3%
IWM vs COST
+4,395.5%
-3,587.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +0.1% | -3.1% | +3.2% | +1.5% |
| 30D | -1.3% | -2.8% | +1.5% | -0.1% |
| 3M | +1.6% | -5.7% | +7.3% | +3.9% |
| 6M | +13.6% | -8.8% | +22.3% | +17.3% |
| YTD | +20.8% | +6.7% | +14.1% | +15.8% |
| 1Y | +26.4% | -3.6% | +30.1% | +26.7% |
| 3Y | +60.7% | +75.1% | -14.4% | +19.6% |
| 5Y | +38.2% | +108.9% | -70.7% | -6.9% |
| 10Y | +169.5% | +586.2% | -416.7% | +1.7% |
| All | +808.3% | +4,395.5% | -3,587.3% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling