+18.9%
IWM vs CTAS
+25.6%
-6.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.3% |
| 7D | +1.0% | +7.6% | -6.7% | +0.4% |
| 30D | +0.2% | +17.2% | -17.0% | -1.1% |
| 3M | -5.6% | +12.8% | -18.4% | -6.6% |
| 6M | +2.7% | +38.0% | -35.2% | -1.5% |
| YTD | +16.2% | +22.7% | -6.5% | +13.9% |
| 1Y | +18.9% | +25.6% | -6.7% | +15.6% |
| All | +18.9% | +25.6% | -6.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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