+808.3%
IWM vs CP
+5,396.2%
-4,587.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | -1.3% | +0.2% | -1.4% | -1.4% |
| 3M | +1.6% | +2.6% | -1.0% | 0.0% |
| 6M | +13.6% | +6.0% | +7.6% | +9.8% |
| YTD | +20.8% | +24.9% | -4.2% | +7.6% |
| 1Y | +26.4% | +20.1% | +6.3% | +14.6% |
| 3Y | +60.7% | +16.4% | +44.3% | +46.3% |
| 5Y | +38.2% | +31.7% | +6.5% | +17.1% |
| 10Y | +169.5% | +223.9% | -54.4% | +46.7% |
| All | +808.3% | +5,396.2% | -4,587.9% | +56.0% |
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