+169.2%
IWM vs CSGP
+45.2%
+124.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | +0.1% | -4.1% | +4.2% | +1.5% |
| 30D | -1.3% | +2.3% | -3.6% | -2.5% |
| 3M | +1.6% | -8.2% | +9.8% | +3.2% |
| 6M | +13.6% | -35.1% | +48.6% | +29.9% |
| YTD | +20.8% | -54.0% | +74.8% | +55.0% |
| 1Y | +26.4% | -65.3% | +91.7% | +80.5% |
| 3Y | +60.7% | -62.6% | +123.3% | +117.1% |
| 5Y | +38.2% | -64.8% | +103.0% | +85.2% |
| All | +169.2% | +45.2% | +124.0% | +112.5% |
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