+808.3%
IWM vs CRS
+7,460.2%
-6,651.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -1.3% | -16.6% | +15.4% | +4.7% |
| 3M | +1.6% | -3.5% | +5.1% | +2.0% |
| 6M | +13.6% | +15.4% | -1.9% | +6.6% |
| YTD | +20.8% | +51.2% | -30.4% | +2.8% |
| 1Y | +26.4% | +98.3% | -71.9% | -3.2% |
| 3Y | +60.7% | +651.5% | -590.9% | -25.5% |
| 5Y | +38.2% | +1,411.1% | -1,372.9% | -52.1% |
| 10Y | +169.5% | +1,424.3% | -1,254.9% | -20.0% |
| All | +808.3% | +7,460.2% | -6,651.9% | +42.9% |
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