+773.8%
IWM vs CSGP
+1,406.6%
-632.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.3% |
| 7D | +1.0% | +18.3% | -17.3% | -4.2% |
| 30D | +0.2% | +17.8% | -17.6% | -5.7% |
| 3M | -5.6% | +9.3% | -14.9% | -9.6% |
| 6M | +2.7% | -7.9% | +10.6% | +2.5% |
| YTD | +16.2% | -51.5% | +67.7% | +39.3% |
| 1Y | +18.9% | -53.3% | +72.3% | +44.2% |
| 3Y | +68.3% | -57.9% | +126.2% | +107.1% |
| 5Y | +26.7% | -61.3% | +88.0% | +56.5% |
| 10Y | +178.1% | +77.5% | +100.6% | +110.9% |
| All | +773.8% | +1,406.6% | -632.8% | +252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling