+23.7%
IWM vs CP
+27.5%
-3.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | +0.6% | +10.3% | -9.7% | -4.3% |
| 3M | -7.8% | +2.3% | -10.1% | -9.0% |
| 6M | -1.0% | +10.7% | -11.7% | -6.5% |
| YTD | +13.9% | +29.3% | -15.4% | -1.5% |
| 1Y | +15.4% | +31.5% | -16.0% | -1.1% |
| 3Y | +70.2% | +36.7% | +33.5% | +40.1% |
| 5Y | +23.7% | +26.8% | -3.1% | +4.3% |
| All | +23.7% | +27.5% | -3.8% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling