+782.8%
IWM vs CRH
+1,042.5%
-259.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -2.5% | -4.8% | +2.2% | -0.9% |
| 30D | -4.4% | -13.1% | +8.7% | +0.3% |
| 3M | +2.2% | -12.0% | +14.2% | +6.5% |
| 6M | +14.0% | -16.9% | +30.9% | +20.7% |
| YTD | +17.4% | -29.0% | +46.3% | +30.9% |
| 1Y | +22.9% | -20.3% | +43.3% | +31.4% |
| 3Y | +62.1% | +69.2% | -7.2% | +31.8% |
| 5Y | +38.2% | +94.6% | -56.5% | +5.8% |
| 10Y | +169.0% | +250.3% | -81.3% | +67.0% |
| All | +782.8% | +1,042.5% | -259.8% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling