+808.3%
IWM vs CPB
+52.6%
+755.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.2% |
| 7D | +0.1% | -8.6% | +8.7% | +2.4% |
| 30D | -1.3% | -7.2% | +6.0% | +0.5% |
| 3M | +1.6% | +0.9% | +0.7% | +0.7% |
| 6M | +13.6% | -11.8% | +25.4% | +16.3% |
| YTD | +20.8% | -19.4% | +40.2% | +26.3% |
| 1Y | +26.4% | -30.4% | +56.8% | +37.2% |
| 3Y | +60.7% | -40.2% | +100.8% | +78.4% |
| 5Y | +38.2% | -39.5% | +77.7% | +50.0% |
| 10Y | +169.5% | -47.4% | +216.9% | +191.2% |
| All | +808.3% | +52.6% | +755.6% | +508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling