+155.4%
IWM vs CP
+255.2%
-99.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.8% | +1.6% |
| 7D | +0.3% | +2.8% | -2.5% | -1.2% |
| 30D | +0.6% | +11.0% | -10.5% | -5.1% |
| 3M | -6.2% | +3.8% | -10.1% | -8.4% |
| 6M | -0.8% | +9.5% | -10.3% | -6.2% |
| YTD | +14.8% | +28.2% | -13.4% | -1.2% |
| 1Y | +16.1% | +33.0% | -16.8% | -2.1% |
| 3Y | +71.5% | +35.5% | +36.0% | +40.6% |
| 5Y | +25.8% | +25.8% | 0.0% | +5.5% |
| 10Y | +155.4% | +250.7% | -95.3% | +27.7% |
| All | +155.4% | +255.2% | -99.8% | +27.7% |
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