+165.3%
IWM vs CRS
+1,409.1%
-1,243.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -2.5% | -4.1% | +1.6% | -1.3% |
| 30D | -4.4% | -16.6% | +12.2% | +1.0% |
| 3M | +2.2% | -14.3% | +16.5% | +6.5% |
| 6M | +14.0% | +11.6% | +2.4% | +8.4% |
| YTD | +17.4% | +42.6% | -25.2% | +2.5% |
| 1Y | +22.9% | +81.8% | -58.9% | -2.2% |
| 3Y | +62.1% | +632.1% | -570.0% | -22.8% |
| 5Y | +38.2% | +1,401.6% | -1,363.5% | -51.1% |
| All | +165.3% | +1,409.1% | -1,243.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling