+565.0%
IWM vs CRM
+6,492.1%
-5,927.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.5% | -8.1% | +5.6% | -0.1% |
| 30D | -4.4% | +23.1% | -27.5% | -11.1% |
| 3M | +2.2% | +42.5% | -40.3% | -9.7% |
| 6M | +14.0% | +25.3% | -11.3% | +3.4% |
| YTD | +17.4% | -7.8% | +25.2% | +16.3% |
| 1Y | +22.9% | +1.0% | +21.9% | +18.0% |
| 3Y | +62.1% | +10.0% | +52.1% | +47.6% |
| 5Y | +38.2% | -3.9% | +42.0% | +27.4% |
| 10Y | +169.0% | +233.2% | -64.2% | +63.2% |
| All | +565.0% | +6,492.1% | -5,927.1% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling