+11.9%
IWM vs CSGP
-53.9%
+65.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.6% |
| 7D | -4.6% | +13.9% | -18.5% | -4.8% |
| 30D | -3.7% | +16.0% | -19.7% | -4.0% |
| 3M | -9.4% | +6.1% | -15.5% | -9.5% |
| 6M | -3.6% | -8.2% | +4.5% | -3.2% |
| YTD | +10.8% | -52.3% | +63.2% | +18.3% |
| 1Y | +11.9% | -54.5% | +66.4% | +22.3% |
| All | +11.9% | -53.9% | +65.7% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling