+167.5%
IWM vs CPB
-47.3%
+214.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.6% |
| 7D | +0.1% | -8.6% | +8.7% | +0.9% |
| 30D | -1.3% | -7.2% | +6.0% | -0.6% |
| 3M | +1.6% | +0.9% | +0.7% | +1.3% |
| 6M | +13.6% | -11.8% | +25.4% | +14.7% |
| YTD | +20.8% | -19.4% | +40.2% | +23.0% |
| 1Y | +26.4% | -30.4% | +56.8% | +30.9% |
| 3Y | +60.7% | -40.2% | +100.8% | +67.9% |
| 5Y | +38.2% | -39.5% | +77.7% | +43.2% |
| All | +167.5% | -47.3% | +214.9% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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