+62.3%
IWM vs CRM
+11.5%
+50.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -2.4% | -4.4% | +2.0% | -1.7% |
| 30D | -4.6% | +28.1% | -32.7% | -9.0% |
| 3M | -0.3% | +48.8% | -49.1% | -8.0% |
| 6M | +14.7% | +28.3% | -13.5% | +8.6% |
| YTD | +17.8% | -6.0% | +23.9% | +21.0% |
| 1Y | +21.2% | +1.4% | +19.8% | +21.3% |
| 3Y | +62.3% | +11.8% | +50.5% | +50.8% |
| All | +62.3% | +11.5% | +50.8% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 3y: compounded portfolio wealth divided by compounded CRM 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…
3y analysis · Full analysis span regression · 6 months rolling