+26.4%
IWM vs CRBG
+3.6%
+22.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | +5.7% | -5.6% | -1.4% |
| 30D | -1.3% | +2.6% | -3.9% | -2.1% |
| 3M | +1.6% | +31.6% | -30.0% | -6.6% |
| 6M | +13.6% | +32.8% | -19.3% | +3.6% |
| YTD | +20.8% | +16.5% | +4.3% | +14.6% |
| 1Y | +26.4% | +6.1% | +20.3% | +22.6% |
| All | +26.4% | +3.6% | +22.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling