+40.0%
IWM vs CRS
+1,394.1%
-1,354.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.5% |
| 7D | +1.4% | -3.1% | +4.5% | +2.2% |
| 30D | -2.3% | -19.6% | +17.3% | +3.7% |
| 3M | +4.0% | -8.1% | +12.0% | +5.7% |
| 6M | +17.9% | +18.6% | -0.6% | +10.9% |
| YTD | +20.2% | +45.9% | -25.7% | +5.9% |
| 1Y | +25.0% | +82.5% | -57.5% | +1.8% |
| 3Y | +66.0% | +648.9% | -582.9% | -16.3% |
| 5Y | +40.0% | +1,438.1% | -1,398.1% | -46.3% |
| All | +40.0% | +1,394.1% | -1,354.1% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling