+733.6%
IWM vs CP
+5,538.0%
-4,804.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | -4.6% | +6.1% | -10.7% | -7.3% |
| 30D | -3.7% | +9.8% | -13.4% | -8.0% |
| 3M | -9.4% | +2.7% | -12.1% | -10.7% |
| 6M | -3.6% | +12.8% | -16.4% | -9.5% |
| YTD | +10.8% | +28.2% | -17.3% | -2.6% |
| 1Y | +11.9% | +34.1% | -22.3% | -3.8% |
| 3Y | +60.6% | +28.9% | +31.7% | +39.1% |
| 5Y | +19.2% | +27.1% | -7.8% | +2.7% |
| 10Y | +165.3% | +264.8% | -99.5% | +36.7% |
| All | +733.6% | +5,538.0% | -4,804.4% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling