+753.8%
IWM vs CRS
+4,539.9%
-3,786.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.6% |
| 7D | +1.4% | +4.8% | -3.4% | -0.2% |
| 30D | +2.3% | -23.2% | +25.4% | +10.1% |
| 3M | -8.3% | -45.5% | +37.2% | +10.2% |
| 6M | -1.3% | -33.1% | +31.8% | +10.0% |
| YTD | +13.5% | -7.2% | +20.7% | +11.8% |
| 1Y | +18.4% | -10.0% | +28.4% | +17.7% |
| 3Y | +69.6% | +332.3% | -262.7% | -6.6% |
| 5Y | +23.3% | +801.9% | -778.6% | -49.9% |
| 10Y | +147.0% | +820.9% | -674.0% | -13.8% |
| All | +753.8% | +4,539.9% | -3,786.1% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling