+161.6%
IWM vs CSGP
+63.3%
+98.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +2.5% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | -1.5% | +10.7% | -12.1% | -5.9% |
| 3M | -8.0% | +3.3% | -11.3% | -10.7% |
| 6M | -4.1% | -10.3% | +6.2% | -3.5% |
| YTD | +11.9% | -54.6% | +66.5% | +42.2% |
| 1Y | +15.0% | -54.6% | +69.7% | +45.9% |
| 3Y | +64.2% | -60.3% | +124.5% | +113.8% |
| 5Y | +20.4% | -63.3% | +83.7% | +56.9% |
| All | +161.6% | +63.3% | +98.3% | +102.7% |
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