+153.1%
IWM vs CPB
-39.2%
+192.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -2.0% | +8.0% | -10.0% | -2.8% |
| 30D | -1.5% | +22.4% | -23.8% | -3.4% |
| 3M | -8.0% | +3.8% | -11.8% | -8.5% |
| 6M | -4.1% | +13.7% | -17.8% | -5.6% |
| YTD | +11.9% | -11.7% | +23.6% | +12.9% |
| 1Y | +15.0% | -18.1% | +33.2% | +16.9% |
| 3Y | +64.2% | -34.7% | +98.9% | +69.8% |
| 5Y | +20.4% | -30.6% | +50.9% | +22.8% |
| All | +153.1% | -39.2% | +192.3% | +164.7% |
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