+26.4%
IWM vs CRH
-14.7%
+41.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | -1.3% | -5.4% | +4.1% | +0.5% |
| 3M | +1.6% | -11.2% | +12.8% | +5.4% |
| 6M | +13.6% | -15.8% | +29.4% | +19.3% |
| YTD | +20.8% | -23.6% | +44.4% | +30.4% |
| 1Y | +26.4% | -14.6% | +41.0% | +29.3% |
| All | +26.4% | -14.7% | +41.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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