+161.6%
IWM vs CP
+253.8%
-92.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.9% |
| 7D | -2.0% | +2.8% | -4.8% | -3.5% |
| 30D | -1.5% | +10.2% | -11.7% | -6.7% |
| 3M | -8.0% | +2.4% | -10.4% | -9.4% |
| 6M | -4.1% | +7.7% | -11.8% | -8.5% |
| YTD | +11.9% | +26.0% | -14.1% | -2.8% |
| 1Y | +15.0% | +34.6% | -19.6% | -3.8% |
| 3Y | +64.2% | +26.7% | +37.5% | +39.7% |
| 5Y | +20.4% | +24.9% | -4.5% | +1.4% |
| All | +161.6% | +253.8% | -92.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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