+69.9%
IWM vs CRBG
+117.3%
-47.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -4.6% | +2.6% | -7.2% | -5.6% |
| 3M | -0.3% | +24.0% | -24.3% | -8.4% |
| 6M | +14.7% | +50.5% | -35.8% | -2.8% |
| YTD | +17.8% | +17.1% | +0.7% | +9.5% |
| 1Y | +21.2% | +5.9% | +15.3% | +16.8% |
| 3Y | +62.3% | +122.7% | -60.4% | +14.5% |
| All | +69.9% | +117.3% | -47.3% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling