+168.0%
IWM vs CRS
+1,443.4%
-1,275.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -3.1% | -18.1% | +15.0% | +3.0% |
| 3M | +2.2% | -12.4% | +14.6% | +5.8% |
| 6M | +15.1% | +15.9% | -0.9% | +8.1% |
| YTD | +18.6% | +45.8% | -27.3% | +2.8% |
| 1Y | +24.0% | +87.8% | -63.8% | -2.3% |
| 3Y | +63.7% | +648.7% | -585.0% | -22.6% |
| 5Y | +38.2% | +1,416.6% | -1,378.4% | -51.2% |
| All | +168.0% | +1,443.4% | -1,275.5% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling