+159.0%
IWM vs CSGP
+71.3%
+87.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.1% |
| 7D | -4.6% | +13.9% | -18.5% | -8.7% |
| 30D | -3.7% | +16.0% | -19.7% | -9.3% |
| 3M | -9.4% | +6.1% | -15.5% | -12.7% |
| 6M | -3.6% | -8.2% | +4.5% | -3.6% |
| YTD | +10.8% | -52.3% | +63.2% | +38.7% |
| 1Y | +11.9% | -54.5% | +66.4% | +42.4% |
| 3Y | +60.6% | -58.6% | +119.1% | +106.4% |
| 5Y | +19.2% | -61.5% | +80.7% | +53.1% |
| All | +159.0% | +71.3% | +87.7% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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