+64.2%
IWM vs CPB
-36.0%
+100.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | -2.0% | +8.0% | -10.0% | -2.3% |
| 30D | -1.5% | +22.4% | -23.8% | -2.3% |
| 3M | -8.0% | +2.5% | -10.5% | -8.2% |
| 6M | -4.1% | +12.2% | -16.3% | -4.8% |
| YTD | +11.9% | -12.8% | +24.7% | +12.7% |
| 1Y | +15.0% | -19.2% | +34.2% | +16.5% |
| 3Y | +64.2% | -35.6% | +99.8% | +68.5% |
| All | +64.2% | -36.0% | +100.2% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling